Separation of the maxima in samples of geometric random variables

Brennan C. ; Knopfmacher A. ; Mansour T. ; Wagner S. (2011)

Article

We consider samples of n geometric random variables ω 1 ω 2 · · · ω n where ({ω j = i}=pq i-1, for 1 ≤ j ≤ n, with p+q=1. For each fixed integer d > 0, we study the probability that the distance between the consecutive maxima in these samples is at least d. We derive a probability generating function for such samples and from it we obtain an exact formula for the probability as a double sum. Using Rice's method we obtain asymptotic estimates for these probabilities. As a consequence of these results, we determine the average minimum separation of the maxima, in a sample of n geometric random variables with at least two maxima.

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