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<dc:dc xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:invenio="http://invenio-software.org/elements/1.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd"><dc:identifier>doi:10.3390/math10142442</dc:identifier><dc:language>eng</dc:language><dc:creator>Lafuente, Miguel</dc:creator><dc:creator>Gouet, Raúl</dc:creator><dc:creator>López, F. Javier</dc:creator><dc:creator>Sanz, Gerardo</dc:creator><dc:title>Near-Record Values in Discrete Random Sequences</dc:title><dc:identifier>ART-2022-129774</dc:identifier><dc:description>Given a sequence (Xn) of random variables, Xn is said to be a near-record if Xn∈(Mn−1−a,Mn−1], where Mn=max{X1,…,Xn} and a&amp;gt;0 is a parameter. We investigate the point process η on [0,∞) of near-record values from an integer-valued, independent and identically distributed sequence, showing that it is a Bernoulli cluster process. We derive the probability generating functional of η and formulas for the expectation, variance and covariance of the counting variables η(A),A⊂[0,∞). We also derive the strong convergence and asymptotic normality of η([0,n]), as n→∞, under mild regularity conditions on the distribution of the observations. For heavy-tailed distributions, with square-summable hazard rates, we prove that η([0,n]) grows to a finite random limit and compute its probability generating function. We present examples of the application of our results to particular distributions, covering a wide range of behaviours in terms of their right tails.</dc:description><dc:date>2022</dc:date><dc:source>http://zaguan.unizar.es/record/118160</dc:source><dc:doi>10.3390/math10142442</dc:doi><dc:identifier>http://zaguan.unizar.es/record/118160</dc:identifier><dc:identifier>oai:zaguan.unizar.es:118160</dc:identifier><dc:identifier.citation>Mathematics 10, 14 (2022), 2442</dc:identifier.citation><dc:rights>by</dc:rights><dc:rights>http://creativecommons.org/licenses/by/3.0/es/</dc:rights><dc:rights>info:eu-repo/semantics/openAccess</dc:rights></dc:dc>

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