The bar raising model for records

The bar raising model for records

Probability Seminar
Mar 8, 2017, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Jim Pitman, U.C. Berkeley
Given a suitable increasing sequence of prescribed record values V, and some probability distribution F on the line, a simple bar raising algorithm generates a random sequence with the prescribed record values V and limiting empirical distribution F. This random sequence may be interpreted as an i.i.d. sequence with distribution F conditioned to have V as its sequence of record values. The bar...