Records and 2-block records of 1-dependent stationary sequences under local dependence (Q1264267)
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English | Records and 2-block records of 1-dependent stationary sequences under local dependence |
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Records and 2-block records of 1-dependent stationary sequences under local dependence (English)
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18 November 1998
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This article studies the records of several examples of 1-dependent stationary sequences \(\{X_n\}\). In particular, some of them do not satisfy a local independence condition introduced by \textit{G. Haiman} [ibid. 23, 425-458 (1987; Zbl 0631.60031)]. The records of such sequences (called with local dependence) may behave very different from the records of i.i.d. sequences. The authors show that, under some regularity conditions, the 2-block record times of \(\{X_n\}\) a.s. coincide with the record times of appropriately constructed i.i.d. sequences \(\{\widehat X_n\}\), whereas the 2-block record values of \(\{X_n\}\) and the record values of \(\{\widehat X_n\}\) are imbricate.
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1-dependent stationary sequences
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records
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