d-records in geometrically distributed random variables
Résumé
We study d-records in sequences generated by independent geometric random variables and derive explicit and asymptotic formulæ for expectation and variance. Informally speaking, a d-record occurs, when one computes the d-largest values, and the variable maintaining it changes its value while the sequence is scanned from left to right. This is done for the "strict model," but a "weak model" is also briefly investigated. We also discuss the limit q → 1 (q the parameter of the geometric distribution), which leads to the model of random permutations.
Domaines
Mathématique discrète [cs.DM]Origine | Fichiers éditeurs autorisés sur une archive ouverte |
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