Records and sequences of records from random variables with a linear trend

Abstract: We consider records and sequences of records drawn from discrete time series of the form

X_{n} = Y_{n} + c n

, where the

Y_{n}

are independent and identically distributed random variables and

c

is a constant drift. For very small and very large drift velocities, we investigate the asymptotic behavior of the probability

p_{n} (c)

of a record occurring in the

n

th step and the probability

P_{N} (c)

that all

N

entries are records, i.e. that

X_{1} < X_{2} < ... < X_{N}

. Our work is motivated by the analysis of temperature time series in climatology, and by the study of mutational pathways in evolutionary biology.

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