The bar raising model for records
Seminar | March 8 | 3:10-4 p.m. | 1011 Evans Hall
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 raising algorithm is a variation of the Chinese Restaurant Construction of random partitions of positive integers
with prescribed limit frequencies, due to Pitman (1995), incorporating ideas about records developed by Ignatov (1981), Kerov and Tsilevich (1997), and Griffiths and Spano (2005).