Multivariate records based on dominance

DOI10.1214/EJP.V15-825MaRDI QIDQ638353zbMATH OpenOpenAlexFDO

Authors Hsien-Kuei Hwang, Tsung-Hsi Tsai

Publication date 9 September 2011

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

Full work available at URL https://arxiv.org/abs/1003.6119, http://www.emis.de/journals/EJP-ECP/_ejpecp/viewarticle7d5e.html

zbMATH Keywords

Berry-Esseen boundcentral limit theoremsdominancemultivariate recordsPareto optimalitypartial orders

Mathematics Subject Classification ID

Combinatorial probability (60C05) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Abstract: We consider three types of multivariate records in this paper and derive the mean and the variance of their numbers for independent and uniform random samples from two prototype regions: hypercubes $[0,1{]}^d$ and $d$-dimensional simplex. Central limit theorems with convergence rates are established when the variance tends to infinity. Effective numerical procedures are also provided for computing the variance constants to high degree of precision.

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