A limit theorem for selectors

Abstract: Any (measurable) function

K

from

m a t h b b R^{n}

to

m a t h b b R

defines an operator

m a t h b f K

acting on random variables

X

by

m a t h b f K (X) = K (X_{1}, l d o t s, X_{n})

, where the

X_{j}

are independent copies of

X

. The main result of this paper concerns selectors

H

, continuous functions defined in

m a t h b b R^{n}

and such that

H (x_{1}, x_{2}, l d o t s, x_{n}) i n x_{1}, x_{2}, l d o t s, x_{n}

. For each such selector

H

(except for projections onto a single coordinate) there is a unique point

o m e g a_{H}

in the interval

(0, 1)

so that for any random variable

X

the iterates

m a t h b f H^{(N)}

acting on

X

converge in distribution as

N o i n f t y

to the

o m e g a_{H}

-quantile of

X

.

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