On the multiplicity of the sample maximum and the longest head run (Q5933710)

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scientific article; zbMATH DE number 1604385
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    On the multiplicity of the sample maximum and the longest head run
    scientific article; zbMATH DE number 1604385

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      On the multiplicity of the sample maximum and the longest head run (English)
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      13 June 2001
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      Several interesting results are proved in this article. Here is an extremly abbreviated description. Let \(Y_i\) be i.i.d. nonnegative integer valued random variables, satisfying the property of `stabilizing hazard', that is Pr\(\{Y_1=k\}\)/Pr\(\{Y\geq k\}\rightarrow r\in (0,1)\). Then, if \(\mu (n)\) is the multiplicity of the maximal value among the first \(n\) variables, then \(\{\mu (n)\}\) is stochastically bounded, but does not converge in distribution in general, however, it has an a.s. limit distribution in the sense that \[ \lim_{t\to\infty}(\log t)^{-1}\sum\limits_{n=1}^{t} n^{-1}I(\mu(n)=m)=r^m/(m\log(1-r)^{-1}). \] A similar result holds for the distribution of a generalization of the multiplicity of the longest head run.
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      sequences of non-negatively independent random variables
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