On multivariate records over sequences of random vectors with Marshall-Olkin dependence of components

A. Khorrami Chokami

;S. A. Padoan

2022-01-01

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Abstract

Let us consider a sequence of independent and identically distributed random variables on the real line with a joint continuous distribution function F. The n-th random variable is called a record if it is greater than all the preceding ones. The stochastic behavior of the sequence of subsequent records is well known. Falk, Khorrami Chokami and Padoan (2018) considered multivariate records over sequences of random vectors with independent components, providing results on the arrival times process of the records. In this work, we study the case of records over sequences of random vectors where the dependence among their components is of the Marshall-Olkin type.