Extremal independence in discrete random systems

arXiv2105.04917MaRDI QIDQ6367355FDOQ6367355

M. E. Zhukovskii, Rui-Ray Zhang, M. I. Isaev, Igor V. Rodionov

Publication date: 11 May 2021

Abstract: Let $mathbfX(n)inmathbb{R}^d$ be a sequence of random vectors, where $ninmathbbN$ and $d=d(n)$. Under certain weakly dependence conditions, we prove that the distribution of the maximal component of $mathbfX$ and the distribution of the maximum of their independent copies are asymptotically equivalent. Our result on extremal independence relies on new lower and upper bounds for the probability that none of a given finite set of events occurs. As applications, we obtain the distribution of various extremal characteristics of random discrete structures such as maximum codegree in binomial random hypergraphs and the maximum number of cliques sharing a given vertex in binomial random graphs. We also generalise Berman-type conditions for a sequence of Gaussian random vectors to possess the extremal independence property.

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