The high-dimensional zero-breaking record fraction conjecture

Consider dimension d2d\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,mpdas m.f_{d,m}\to p_d\quad\text{as }m\to\infty.

Moreover,

pd1as 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.

Sources & referencesView supporting material

Primary source

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

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