Combinatorics of geometrically distributed random variables: Value and position of large left-to-right maxima (Q1613558)
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scientific article; zbMATH DE number 1792474
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| English | Combinatorics of geometrically distributed random variables: Value and position of large left-to-right maxima |
scientific article; zbMATH DE number 1792474 |
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Combinatorics of geometrically distributed random variables: Value and position of large left-to-right maxima (English)
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29 August 2002
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Consider a sequence of \(n\) independent geometric random variables (rv) all with success probability \(p\). Such an rv is a left-to-right maximum if it is larger than all the previous ones, that is a record. Say that the last record is the instance \(r=1\), the previous record to that is instance \(r=2\), etc. For large \(n\) asymptotic formulas for the average value and position of the \(r\)th left-to-right maximum are derived using complex analytic methods on generating functions.
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records
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Rice's formula
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geometric random variables
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0.9856832
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0.9822676
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0.89487165
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0.89486784
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0.8877636
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0.87717724
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0.8732439
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0.87167037
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0.8714267
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