Records in the presence of a linear trend

Citation
Ballerini, Rocco et I. Resnick, Sidney, Records in the presence of a linear trend, Advances in applied probability , 19(4), 1987, pp. 801-828
ISSN journal
00018678
Volume
19
Issue
4
Year of publication
1987
Pages
801 - 828
Database
ACNP
SICI code
Abstract
Records from the sequence Yn = Xn + cn, n . 1 are analyzed, where {Xn} is a strictly stationary random sequence. We prove various limit theorems for the record rate, record times, and record values. The situation when {Xn} is a stationary Gaussian process is considered with special attention given to Gaussian ARMA sequences. Data for the 400 and 800 metre races are used to illustrate these results.