Journal of Statistical Mechanics: Theory and Experiment
Volume 2007
July 2007
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Joachim Krug J. Stat. Mech. (2007) P07001 doi:10.1088/1742-5468/2007/07/P07001
Records in a changing world
FREE ARTICLE Focus on Dynamics of Non-Equilibrium SystemsJoachim Krug
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| Figure 1. Simulation results for the mean number of records for distributions of Gumbel type. Full lines show data obtained for the exponential distribution with α = 2, α = 1 and α = 1/2. The dashed line shows data obtained for the Gaussian distribution and α = 1. The thin dotted line is the harmonic series (2) which applies universally for α = 0. The short bold dotted lines show the predicted slope α/2 for the exponential case and α in the Gaussian case. All data were obtained from 104 realizations of time series of length 105. |
| Figure 2. Simulation results for the ratio of the variance of the number of records to the mean obtained using the uniform distribution with α = 0, 1/2, 1 and 2. While the data for α = 0 approach the asymptotic Poisson limit of unity according to (14), the data for α > 0 converge to a universal sub-Poissonian value. The data were obtained from 105 realizations of time series of length 104. |
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Records in a changing world
Joachim Krug J. Stat. Mech. (2007) P07001
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