Cyclic behavior of the maximum of sums of independent variables
In a recent author's paper, the cyclic behavior of maxima in a hierarchical summation scheme was discovered. In the present note, we show how the same phenomenon appears in the scheme of conventional summation: The distribution of the maximum of [2.sup.n] independent copies of a sum of n i.i.d....
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| Veröffentlicht in: | Journal of mathematical sciences (New York, N.Y.) N.Y.), 2015-01, Vol.204 (1), p.134 |
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| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | In a recent author's paper, the cyclic behavior of maxima in a hierarchical summation scheme was discovered. In the present note, we show how the same phenomenon appears in the scheme of conventional summation: The distribution of the maximum of [2.sup.n] independent copies of a sum of n i.i.d. random variables approaches, as n grows, some helix in the space of distributions. Bibliography: 4 titles. |
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| ISSN: | 1072-3374 1573-8795 |
| DOI: | 10.1007/sl0958-014-2191-6 |