Author:
Ballerini Rocco,Resnick Sidney I.
Abstract
Records from the sequence Yn = Xn + cn, n ≧ 1 are analyzed, where {Xn} is a strictly stationary random sequence. We prove various limit theorems for the record rate, record times, and record values. The situation when {Xn} is a stationary Gaussian process is considered with special attention given to Gaussian ARMA sequences. Data for the 400 and 800 metre races are used to illustrate these results.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
46 articles.
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