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

DOI10.1214/14-AAP1082MaRDI QIDQ894816zbMATH OpenOpenAlexFDO

Authors Svante Janson, Sreenivasa Rao Jammalamadaka

Publication date 24 November 2015

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

Full work available at URL https://arxiv.org/abs/1211.0822, https://projecteuclid.org/euclid.aoap/1443703782

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)

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.

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Cited in

(11)

• Limit laws for the maximum interpoint distance under a 1-dependent assumption
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• Large nearest neighbour balls in hyperbolic stochastic geometry
• Asymptotic distribution of the normal sample range
• Maximum interpoint distance of high-dimensional random vectors
• The Minkowski length of a spherical random vector
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• Extremal random beta polytopes
• Limiting distributions for the maximum of a symmetric function on a random point set
• Limit laws for the diameter of a set of random points from a distribution supported by a smoothly bounded set
• The limit distribution of the largest interpoint distance for distributions supported by ad-dimensional ellipsoid and generalizations

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