title: Generation of records obtained from sequences of independent and non-identically distributed random variables
metadata.name: dc.contributor.author
metadata.value: Petukhov, Sergei A.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Stepanov, Alexei V.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2023-12-27T13:19:41Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2023-12-27T13:19:41Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2023-12
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Petukhov S.A., Stepanov A.V. Generation of records obtained from sequences of independent and non-identically distributed random variables. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2023, vol. 10 (68), issue 4, pp. 736–748. https://doi.org/10.21638/spbu01.2023.410 (In Russian)
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: https://doi.org/10.21638/spbu01.2023.410
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/44560
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: Generation algorithms of record times and values obtained from sequences of independent
  and non-identically distributed random variables which distribution functions are defined
  on a common support are proposed in the present paper. Known algorithms of generation
  of record times and values are given in introduction for the case when the initial random
  variables are independent and identically distributed. The brief review of scientific literature
  associated with this topic is also given in Introduction. It is also pointed out there that
  all efficient algorithms of record generation are based on the Markov property of records.
  In Section 2, the distribution functions of record times and values are derived for the case
  when the initial random variables are independent and non-identically distributed. The corresponding
  record generation algorithms are for the first time proposed. These algorithms
  are based on the derived distributions and the Markov property of records that also holds
  in the case when the initial observations are independent but non-identically distributed.
  In the end of this work, in Section 3, the proposed algorithms are tested by simulation
  experiments. In these experiments the records are generated for the case when the initial
  random variables have the Gumbel distribution functions.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: Stepanov’s A.V. work was supported by the Ministry of Science and Higher Education of the
  Russian Federation (agreement number 075-02-2023-934).
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 10(68); Issue 4
metadata.lang: -
metadata.name: dc.subject
metadata.value: records
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: Gumbel distribution function
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: inverse-transform method
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: rejection method
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: generation algorithms
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: elapsed time
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Generation of records obtained from sequences of independent and non-identically distributed random variables
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 736-748.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/44560/1/736-748.pdf
resources.format: Adobe PDF
resources.size: 315,39 kB