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Records and sequences of records from random variables with a linear trend
We consider records and sequences of records drawn from discrete time series
of the form , where the are independent and identically
distributed random variables and is a constant drift. For very small and
very large drift velocities, we investigate the asymptotic behavior of the
probability of a record occurring in the th step and the
probability that all entries are records, i.e. that . Our work is motivated by the analysis of temperature time series in
climatology, and by the study of mutational pathways in evolutionary biology.Comment: 21 pages, 7 figure