The Glivenko–Cantelli conjecture for bivariate record breaks

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For each M≥1M\geq1 and k≥0k\geq0, let I~m,k\widetilde I_{m,k} be the indicator that the mmth generated record breaks precisely kk remaining records, and define

p~M,k:=M−1∑m=1MI~m,k.\tilde p_{M,k}:=M^{-1}\sum_{m=1}^M\widetilde I_{m,k}.

Glivenko–Cantelli conjecture. The empirical fractions satisfy

sup⁡k≥0∣p~M,k−2−(k+1)∣⟶a.s.0\sup_{k\geq0}\left|\tilde p_{M,k}-2^{-(k+1)}\right|\overset{\mathrm{a.s.}}{\longrightarrow}0

as M→∞M\to\infty. This is a uniform empirical version of convergence to the geometric distribution with parameter 1/21/2. The paper states that proving it can be reduced to an asymptotic variance calculation, which is left for future research.

References

Primary source

James Allen Fill, “Breaking Bivariate Records”, arXiv:1901.08232 (2019).

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