On the Expected Number of Limited Length Binary Strings Derived by Certain Urn Models

نویسندگان

  • Frosso S. Makri
  • Zaharias M. Psillakis
  • Tae-Sung Kim
چکیده

The expected number of 0-1 strings of a limited length is a potentially useful index of the behavior of stochastic processes describing the occurrence of critical events (e.g., records, extremes, and exceedances). Such model sequences might be derived by a HoppePolya or a Polya-Eggenberger urnmodel interpreting the drawings of white balls as occurrences of critical events. Numerical results, concerning average numbers of constrained length interruptions of records as well as how on the average subsequent exceedances are separated, demonstrate further certain urn models.

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تاریخ انتشار 2014