Asymptotic distribution of the maximum interpoint distance in a sample of random vectors with a spherically symmetric distribution

DOI10.1214/14-AAP1082zbMATH Open1328.60027arXiv1211.0822OpenAlexW1882048592MaRDI QIDQ894816FDOQ894816

Authors: Svante Janson, Sreenivasa Rao Jammalamadaka 

Publication date: 24 November 2015

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: Extreme value theory is part and parcel of any study of order statistics in one dimension. Our aim here is to consider such large sample theory for the maximum distance to the origin, and the related maximum "interpoint distance," in multidimensions. We show that for a family of spherically symmetric distributions, these statistics have a Gumbel-type limit, generalizing several existing results. We also discuss the other two types of limit laws and suggest some open problems. This work complements our earlier study on the minimum interpoint distance.

Full work available at URL: https://arxiv.org/abs/1211.0822

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zbMATH Keywords

Gumbel distributionextreme value distributionsmaximum interpoint distance

Mathematics Subject Classification ID

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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Cited In (11)

• The Minkowski length of a spherical random vector
• The limit distribution of the largest interpoint distance for distributions supported by ad-dimensional ellipsoid and generalizations
• Large nearest neighbour balls in hyperbolic stochastic geometry
• Limiting distributions for the maximum of a symmetric function on a random point set
• 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
• Title not available (Why is that?)
• Extremal random beta polytopes
• Limit laws for the maximum interpoint distance under a 1-dependent assumption
• Asymptotic distribution of the normal sample range
• Asymptotic distribution of the maximum interpoint distance for high-dimensional data

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