Maxima of the cells of an equiprobable multinomial

DOI10.1214/ECP.V12-1260MaRDI QIDQ2461016zbMATH OpenFDO

Authors Arup Bose, Krishanu Maulik, Amites Dasgupta

Publication date 19 November 2007

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/129107

zbMATH Keywords

cells maximaextreme value theorylarge deviationmultinomial distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70)

Review text

A sequence of random vectors \(Y_n\) is considered. The \(n\)-dimensional random vector \(Y_n\) follows multinomial \((m_n,1/n,\dots,1/n)\) distribution for each \(n\). Limit behaviour of maxima \(M_n\) of coordinates of the vector \(Y_n\) is studied. It is shown that if \(m_n\) goes to infinity fast enough then \(M_n\) under a suitable affine transformation tends to Gumbel distribution. The same limit distribution is proved for Binomial distribution with increasing number of trials and possibly nonconstant probability of success. As an auxiliary result a new large deviation result for equiprobable multinomial distribution is proved.

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