The high-dimensional zero-breaking record fraction conjecture

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Consider dimension d≥2d\geq 2. Let fd,mf_{d,m} denote the fraction of the first mm records generated that break 00 records.

Zero-breaking record fraction conjecture. There exist constants pd∈(0,1)p_d\in(0,1) such that, almost surely,

fd,m→pdas m→∞.f_{d,m}\to p_d\quad\text{as }m\to\infty.

Moreover,

pd→1as d→∞.p_d\to 1\quad\text{as }d\to\infty.

The conjecture concerns the limiting proportion of records that do not break any existing records in the multivariate-records process. It is motivated by simulation data in higher dimensions; the existence of the limits and their convergence to 11 as the dimension grows remain open in the supplied source.

References

Primary source

James Allen Fill and Daniel Q. Naiman, “Generating Pareto records”, arXiv:1901.05621 (2019).

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