On the recent-k-record of discrete random variables

Publication date 14 August 2022

Statistical aspects of information-theoretic topics (62B10) Multivariate distribution of statistics (62H10)

Abstract: Let

X_{1}, X_{2}, c d o t s

be a sequence of i.i.d random variables which are supposed to be observed in sequence. The

n

th value in the sequence is a

k - r e c o r d v a l u e

if exactly

k

of the first

n

values (including

X_{n}

) are at least as large as it. Let

denote the ordered set of

k

-record values. The famous Ignatov's Theorem states that the random sets

are independent with common distribution. We introduce one new record named

r e c e n t - k - r e c o r d

(RkR in short) in this paper:

X_{n}

is a

j

-RkR if there are exactly

j

values at least as large as

X_{n}

in

X_{n - k}, X_{n - k + 1}, c d o t s, X_{n - 1}

. It turns out that RkR brings many interesting problems and some novel properties such as prediction rule and Poisson approximation which are proved in this paper. One application named "No Good Record" via the Lov{'a}sz Local Lemma is also provided. We conclude this paper with some possible connection with scan statistics.

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