The k-Record Values of

Discrete Random
Variables

Subsequences Xij

Where Xi j is the ith subsequence and jth term of

subseqence
X
1

X2

X21

X3

X13

X34

K- record value
- An entry i is a k-record value if there are exactly k entries i occurring before i
in the sequence
- K-record values exist
iff Xi k = i
1
X

2
1

X3

- Hence in the 52nd subsequence, 2 is a one-record value

- In the 3rd subsequence, 3 is a five-record value

Ignatovs Theorem -> Rk

Ordered set of record values are independently
distributed
X
X
Not Xdependent
onX the sequence
they occur in
1
3

2
1

X3
5

1
9

1
14

X211

X214

PMFs of k-record values

Since the Xi k = is are all independent and the above PMFs

are independent of the k-record number then Rk values are
also independent

Expected entires till first k-record

index
Define the first k-record entry as follows:
We have to find E[T]
Consider a sequence of random variables X1, X2, . . . which take on one of the values i, i
+ 1, . . . ,m with probabilities p1, p2,. respectively

Since i is the smallest value in the sequence, we check Xk for i

if Xk=i :

: where Ti is the first k-record in this sequence

Otherwise we choose subsequence i+1 , where probability of each entry from i+1,..,m
is given as :

In this case, if Ti+1 is the number of entries till first krecord entry , we can show that Ti
is given as
Where, Ni is the number of occurrences of i in the original sequence, till we reach the
Ti+1 entry.
Let Ti+1 be a value n (k) , then the distribution of Time taken to get n successes if
geometric with the following success probability

Since the mean of the geometric random variable will be 1/(1/ i) , we get

Taking expectation on both sides

Thus we get the following expectation of T by conditioning on Xk= i and Xk>i