title: Оn the distributions of sums of record values
metadata.name: dc.contributor.author
metadata.value: Nevzorov, Valery B.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Stepanov, Alexei V.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2019-05-24T09:10:05Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2019-05-24T09:10:05Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2019-03
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Nevzorov V.B., Stepanov A.V. Оn the distributions of sums of record values. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2019, vol. 6 (64), issue 1, pp. 110–117.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: https://doi.org/10.21638/11701/spbu01.2019.108
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/15541
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: In the present paper, we discuss lower and upper record values obtained from sequences of independent and identically distributed on [0,1] random variables. Representations, in which such record values are equal in distribution to sums and products of independent and identically distributed auxiliary random variables, are provided in the paper. By these representations distributional and moment characteristics of lower and upper record values taken from uniform samples are studied. Sequential sums of lower record values which are taken from samples of independent and uniformly distributed random variables are also discussed in this work. The distributions and the Laplace transforms of the given sums are studied. The Laplace transform of the series of lower uniform record values are found. In the present work, we also compare the sums of lower order statistics and record values which belong to a certain uniform sample.
metadata.lang: en_GB
metadata.name: dc.description.sponsorship
metadata.value: Работа выполнена при частичной финансовой поддержке РФФИ (грант № 18-01-00393).
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 6 (64); Issue 1
metadata.lang: -
metadata.name: dc.subject
metadata.value: record values
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: sums of records
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: limit distributions of sums of lower record values
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: uniform distribution
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: Оn the distributions of sums of record values
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 110-117.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/15541/1/110-117.pdf
resources.format: Adobe PDF
resources.size: 272,1 kB