Records and sequences of records from random variables with a linear trend
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Publication:3301129
DOI10.1088/1742-5468/2010/10/P10013zbMath1456.60125arXiv1008.1482OpenAlexW2029110182MaRDI QIDQ3301129
Gregor Wergen, Jasper Franke, Joachim Krug
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.1482
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
Related Items (8)
Greedy adaptive walks on a correlated fitness landscape ⋮ Record statistics of a strongly correlated time series: random walks and Lévy flights ⋮ Scaling exponent for incremental records ⋮ Evolutionary accessibility of modular fitness landscapes ⋮ Modeling record-breaking stock prices ⋮ Approximations of \(\delta\)-record probabilities in i.i.d. and trend models ⋮ Exact and asymptotic properties of δ-records in the linear drift model ⋮ RMF accessibility percolation on oriented graphs
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