arXiv (All)
open access
Emergence of Correlations Between Records and Maximum in Random Time Series
We compute exactly the covariance between the maximum $M$ and the number of records $K$ in a discrete time series of $n$ entries as a quantitative probe of the history leading to an extreme event. For continuous IID series, with a common probability distribution function (PDF) $p(x)$, we find the st
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Weighted universal Value-at-Risk Superadditivity for discrete distributions#1064012
- On the asymptotic behavior of the number variance of random points on the unit torus#1248967
- The Principle of Minimum Justified Correlation#1142419
- The first positive position of a lattice random walk#1156220
- High-Dimensional Statistics#67186
Record · ID 1387502
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive