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Records from a multivariate normal sample

โœ Scribed by Alexander V. Gnedin

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
241 KB
Volume
39
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

Given a sequence XI,X2 .... of iid random vectors, call X. a record if there is a record simultaneously in all coordinates at index n. We study the asymptotic behaviour of the probability that X, is a record under the assumption that the underlying distribution is normal.

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