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Let ξ1,ξ2,… be an iid sequence with negative mean. The (m,n)-segment is the subsequence ξm+1,…,ξn and its score is given by max{∑m+1nξi,0}. Let Rn be the largest score of any segment ending at time n, Rn∗ the largest score of any segment in the sequence ξ1,…,ξn, and Ox the overshoot of the score over a level x at the first epoch the score of such a size arises. We show that, under the Cramér assumption...
Genome‐wide association studies (GWAS) have become the method of choice for identifying disease susceptibility genes in common disease genetics research. Despite successes in these studies, much of the heritability remains unexplained due to lack of power and low resolution. High‐density genotyping arrays can now screen more than 5 million genetic markers. As a result, multiple comparison has become...
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