On the total time spent in records by a discrete uniform sequence
Rudolf Grübel and Anke Reimers
Source: J. Appl. Probab. Volume 38, Number 3
(2001), 768-775.
Abstract
We consider the sum Sd of record values in a sequence of independent random variables that are uniformly distributed on 1,...,d. This sum can be interpreted as the total amount of time spent in record lifetimes in the standard renewal theoretic setup. We investigate the distributional limit of Sd and some related quantities as d→∞. Some explicit values are given for d=6, a case that can be interpreted as a simple game of chance.
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.jap/1005091040
Digital Object Identifier: doi:10.1239/jap/1005091040
Mathematical Reviews number (MathSciNet): MR1860214
Zentralblatt MATH identifier: 0994.60058
Journal of Applied Probability
