


























Let $\boldsymbol{X}_1,\boldsymbol{X}_2,\dots$ be independent copies of a random vector $\boldsymbol{X}$ with values in $\mathbb{R}^d$ and with a continuous distribution function. The random vector $\boldsymbol{X}_n$ is a complete record, if each of its components is a record. As we require $\boldsymbol{X}$ to have independent components, crucial results for univariate records clearly carry over. But there are substantial differences as well: While there are infinitely many records in case $d=1$, there occur only finitely many in the series if $d\geq 2$. Consequently, there is a terminal complete record with probability one. We compute the distribution of the random total number of complete records and investigate the distribution of the terminal record. For complete records, the sequence of waiting times forms a Markov chain, but differently from the univariate case, now the state infinity is an absorbing element of the state space.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。