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Records in stochastic processes - Theory and applications

机译:随机过程中的记录-理论与应用

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摘要

In recent years there has been a surge of interest in the statistics of record-breaking events in stochastic processes. Along with that, many new and interesting applications of the theory of records were discovered and explored. The record statistics of uncorrelated random variables sampled from time-dependent distributions was studied extensively. The findings were applied in various areas to model and explain record-breaking events in observational data. Particularly interesting and fruitful was the study of record-breaking temperatures and their connection with global warming, but also records in sports, biology and some areas in physics were considered in the last years. Similarly, researchers have recently started to understand the record statistics of correlated processes such as random walks, which can be helpful to model record events in financial time series. This review is an attempt to summarize and evaluate the progress that has been made in the field of record statistics throughout recent years.
机译:近年来,人们对随机过程中破纪录事件的统计数据产生了浓厚的兴趣。随之,发现和探索了许多新的有趣的记录理论应用。从时间相关分布中采样的不相关随机变量的记录统计数据得到了广泛的研究。这些发现被应用于各个领域,以模拟和解释观测数据中的破纪录事件。特别有趣和富有成果的是对破纪录的温度及其与全球变暖的关系的研究,但近年来也考虑了体育,生物学和物理学某些领域的记录。同样,研究人员最近开始了解相关过程的记录统计信息,例如随机游走,这可能有助于对财务时间序列中的记录事件进行建模。这次审查旨在总结和评估近年来记录统计领域取得的进展。

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