The limit distribution of the largest interpoint distance for distributions supported by ad-dimensional ellipsoid and generalizations

DOI10.1017/APR.2016.73MaRDI QIDQ2963693zbMATH OpenOpenAlexFDO

Authors Michael Schrempp

Publication date 21 February 2017

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

Full work available at URL https://projecteuclid.org/euclid.aap/1482548437

zbMATH Keywords

Poisson processmaximum interpoint distancegeometric extreme value theoryuniform distribution in an ellipsoid

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05)

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• Maximum interpoint distance of high-dimensional random vectors
• Limit laws for the diameter of a set of random points from a distribution supported by a smoothly bounded set
• Limit theorems for diameter of a random sample in the unit ball
• Asymptotic distribution of the maximum interpoint distance for high-dimensional data
• Limit laws for the maximum interpoint distance under a 1-dependent assumption
• Limiting distribution of the maximal distance between random points on a circle: a moments approach
• The diameter of an elliptical cloud

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