Some Results on Joint Record Events

  title={Some Results on Joint Record Events},
  author={Michael Falk and Amir Khorrami Chokami and Simone A. Padoan},
  journal={arXiv: Probability},
Records for Some Stationary Dependent Sequences
For a zero-mean, unit-variance second-order stationary univariate Gaussian process we derive the probability that a record at the time $n$, say $X_n$, takes place and derive its distribution
Records for time-dependent stationary Gaussian sequences
The probability that the records and $(X_j,X_n)$ take place and the arrival time of the nth record are independent of the marginal distribution function, provided that it is continuous.
On multivariate records from random vectors with independent components
The distribution of the random total number of complete records is computed, and the sequence of waiting times forms a Markov chain, but unlike the univariate case now the state at ∞ is an absorbing element of the state space.
Further Applications of D-Norms to Probability & Statistics
  • M. Falk
  • Mathematics
    Multivariate Extreme Value Theory and D-Norms
  • 2019
This section introduces max-characteristic functions (max-CFs), which are an offspring of D-norms. A max-CF characterizes the distribution of an rv in \(\mathbb R^d\), whose components are
Increasing probability of record-shattering climate extremes
Recent climate extremes have broken long-standing records by large margins. Such extremes unprecedented in the observational period often have substantial impacts due to a tendency to adapt to the
General regular variation, Popa groups and quantifier weakening


The Asymptotic Theory of Extreme Order Statistics
Abstract. Let X j denote the life length of the j th component of a machine. In reliability theory, one is interested in the life length Z n of the machine where n signifies its number of components.
Asymptotic behavior of the joint record values, with applications
In 2001, the Indian Sociological Society (ISS) and the Indian Council of Social Science Research (ICSSR) jointly set up an endowment fund in memory of the late Professor M.N. Srinivas, which was stipulated to be used every year for two main purposes.
Extreme Values, Regular Variation, and Point Processes
Contents: Preface * Preliminaries * Domains of Attraction and Norming Constants * Quality of Convergence * Point Processes * Records and Extremal Processes * Multivariate Extremes * References *
Théorie des éléments saillants d'une suite d'observations