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Exact and asymptotic properties of δ-records in the linear drift model
Journal of Statistical Mechanics: Theory and Experiment ( IF 2.2 ) Pub Date : 2020-10-12 , DOI: 10.1088/1742-5468/abb4dc
R Gouet 1 , M Lafuente 2 , F J Lpez 2, 3 , G Sanz 2, 3
Affiliation  

The study of records in the Linear Drift Model (LDM) has attracted much attention recently due to applications in several fields. In the present paper we study $\delta$-records in the LDM, defined as observations which are greater than all previous observations, plus a fixed real quantity $\delta$. We give analytical properties of the probability of $\delta$-records and study the correlation between $\delta$-record events. We also analyse the asymptotic behaviour of the number of $\delta$-records among the first $n$ observations and give conditions for convergence to the Gaussian distribution. As a consequence of our results, we solve a conjecture posed in J. Stat. Mech. 2010, P10013, regarding the total number of records in a LDM with negative drift. Examples of application to particular distributions, such as Gumbel or Pareto are also provided. We illustrate our results with a real data set of summer temperatures in Spain, where the LDM is consistent with the global-warming phenomenon.

中文翻译:

线性漂移模型中δ记录的精确和渐近性质

由于在多个领域的应用,线性漂移模型(LDM)中的记录研究最近引起了广泛关注。在本文中,我们研究 LDM 中的 $\delta$-记录,定义为大于所有先前观察的观察值,加上固定的实际数量 $\delta$。我们给出了 $\delta$-records 概率的分析特性,并研究了 $\delta$-record 事件之间的相关性。我们还分析了第一个 $n$ 观测值中 $\delta$ 记录数量的渐近行为,并给出了收敛到高斯分布的条件。根据我们的结果,我们解决了 J. Stat 中提出的一个猜想。机械。2010 年,P10013,关于 LDM 中具有负漂移的记录总数。还提供了应用于特定分布的示例,例如 Gumbel 或 Pareto。
更新日期:2020-10-12
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