Distribution of the number of consecutive records

A succinct series expression is derived for describing the limit distribution of the number of times r consecutive elements are all records (in a sequence of independent and identically distributed random variables with a common continuous distribution) for all r 2. Previously, only the limit distributions for r = 1, 2, and 3 were known.

• Type: Journal
• Year: 2000
• Where: RSA
• Authors: Hua-Huai Chern, Hsien-Kuei Hwang, Yeong-Nan Yeh
• Keywords: Consecutive Elements, Limit Distribution, RSA 2000, Succinct Series Expression