Combinatorics of geometrically distributed random variables: Value and position of large left-to-right maxima

DOI10.1016/S0012-365X(01)00362-4MaRDI QIDQ1613558zbMATH OpenFDO

Authors Helmut Prodinger

Publication date 29 August 2002

Published in Discrete Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0009116

zbMATH Keywords

geometric random variablesrecordsRice's formula

Mathematics Subject Classification ID

Combinatorial probability (60C05)

Abstract: For words of length n, generated by independent geometric random variables, we consider the average value and the average position of the r-th left-to-right maximum counted from the right, for fixed r and n->oo. This complements previous research where the analogous questions were considered for the r-th left-to-right maximum counted from the left.

Review text

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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• The average position of the dth maximum in a sample of geometric random variables
• Asymptotic behavior of permutation records
• Yet another application of a binomial recurrence. Order statistics
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• Combinatorics of geometrically distributed random variables: Left-to-right maxima
• Avoiding patterns and making the best choice
• The water capacity of geometrically distributed words
• Strategy-indifferent games of best choice
• Positional strategies in games of best choice
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• The average position of the first maximum in a sample of geometric random variables
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• The multiplicity of left-to-right maxima in geometrically distributed words

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