On sequences of expected maxima and expected ranges

DOI10.1017/JPR.2017.57MaRDI QIDQ4684913zbMATH OpenOpenAlexFDO

Authors N. Papadatos

Publication date 26 September 2018

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

Full work available at URL https://arxiv.org/abs/1610.06835

zbMATH Keywords

Bernstein functionexpected maximaexpected rangeLévy-Khintchine representationorder statistics

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Abstract: We investigate conditions in order to decide whether a given sequence of real numbers represents expected maxima or expected ranges. The main result provides a novel necessary and sufficient condition, relating an expected maxima sequence to a translation of a Bernstein function through its L'{e}vy-Khintchine representation. Key words and phrases: expected maxima; expected ranges; Bernstein functions, L'{e}vy-Khintchine representation, order statistics.

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Cites work

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Cited in

(4)

• A note on the sequence of expected extremes
• Bounds on the expected maximum
• Sequence of expectations of maximum-order statistics
• Sequences of expected record values

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