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Separation of the maxima in samples of geometric random variables
Author(s) -
Charlotte Brennan,
Arnold Knopfmacher,
Toufik Mansour,
Stephan Wagner
Publication year - 2011
Publication title -
applicable analysis and discrete mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.69
H-Index - 26
eISSN - 2406-100X
pISSN - 1452-8630
DOI - 10.2298/aadm110817019b
Subject(s) - maxima , mathematics , maxima and minima , random variable , combinatorics , statistics , mathematical analysis , art , performance art , art history
We consider samples of n geometric random variables ω 1 ω 2 · · · ω n where ({ω j = i}=pq i-1, for 1 ≤ j ≤ n, with p+q=1. For each fixed integer d > 0, we study the probability that the distance between the consecutive maxima in these samples is at least d. We derive a probability generating function for such samples and from it we obtain an exact formula for the probability as a double sum. Using Rice's method we obtain asymptotic estimates for these probabilities. As a consequence of these results, we determine the average minimum separation of the maxima, in a sample of n geometric random variables with at least two maxima

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