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Ignatov's theorem : ウィキペディア英語版 | Ignatov's theorem In probability and mathematical statistics, Ignatov's theorem is a basic result on the distribution of record values of a stochastic process. == Statement ==
Let ''X''1, ''X''2, ... be an infinite sequence of independent and identically distributed random variables. The ''initial rank'' of the ''n''th term of this sequence is the value ''r'' such that for exactly ''r'' values of ''i'' less than or equal to ''n''. Let denote the stochastic process consisting of the terms ''X''''i'' having initial rank ''k''; that is, ''Y''''k'',''j'' is the ''j''th term of the stochastic process that achieves initial rank ''k''. The sequence Y''k'' is called the sequence of ''k''th partial records. Ignatov's theorem states that the sequences Y1, Y2, Y3, ... are independent and identically distributed.
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