Records in stochastic processes—theory and applications

  title={Records in stochastic processes—theory and applications},
  author={Gregor Wergen},
  journal={Journal of Physics A: Mathematical and Theoretical},
  • G. Wergen
  • Published 26 November 2012
  • Environmental Science
  • Journal of Physics A: Mathematical and Theoretical
In recent years there has been a surge of interest in the statistics of record-breaking events in stochastic processes. Along with that, many new and interesting applications of the theory of records were discovered and explored. The record statistics of uncorrelated random variables sampled from time-dependent distributions was studied extensively. The findings were applied in various areas to model and explain record-breaking events in observational data. Particularly interesting and fruitful… 

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