Probability distribution of distances between local extrema of random number series
Abstract
There is a sequence of random numbers x1,x2, ..., xn and so on. Numbers are independent of each other, but all numbers are from the same continuous distribution. If x1 < x2 > x3, then x2 is a local maximum. Here, we show that the probability mass function (PMF) of idstribution of distances between local maxima is non-parametric and the same for any probability distribution of random numbers in the sequence, and that the average distance is exactly 3. We present a method of computation of this PMF and its table for distances betwen 2 and 29. This PMF is confirmed to match distance distributions of sample random number sequences, which were created by pseudo-random number generators or obtained from "true" random number sources.
- Publication:
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arXiv Mathematics e-prints
- Pub Date:
- November 2006
- DOI:
- 10.48550/arXiv.math/0611130
- arXiv:
- arXiv:math/0611130
- Bibcode:
- 2006math.....11130K
- Keywords:
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- Mathematics - Statistics;
- Mathematics - Probability;
- 60G70
- E-Print:
- 8 pages, 1 figure, 2 tables. This version updates a reference to an earlier work by Oshanin, and corrects a typo in equation 3.1 (thanks to Eduardo D. da Costa for noticing it)