Limit distribution of the number of consecutive records

  • Authors:
  • Hua-Huai Chern;Hsien-Kuei Hwang

  • Affiliations:
  • Department of Computer Science, National Taiwan Ocean University, Keelung 202, Taiwan;Institute of Statistical Science, Academia Sinica, Taipei 115, Taiwan

  • Venue:
  • Random Structures & Algorithms
  • Year:
  • 2005

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Abstract

A succinct series expression is derived for describing the limit distribution of the number of times r consecutive elements are all records (in a sequence of independent and identically distributed random variables with a common continuous distribution) for all r ≥ 2. Previously, only the limit distributions for r = 1, 2, and 3 were known. © 2005 Wiley Periodicals, Inc. Random Struct. Alg., 2005