Maxima of Dirichlet and triangular arrays of gamma variables

DOI10.1016/J.SPL.2008.03.032zbMATH Open1151.60333arXiv0803.3518OpenAlexW2107005857MaRDI QIDQ952882FDOQ952882

Authors: Arup Bose, Amites Dasgupta, Krishanu Maulik 

Publication date: 14 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Abstract: Consider a rowwise independent triangular array of gamma random variables with varying parameters. Under several different conditions on the shape parameter, we show that the sequence of row-maximums converges weakly after linear or power transformation. Depending on the parameter combinations, we obtain both Gumbel and non-Gumbel limits. The weak limits for maximum of the coordinates of certain Dirichlet vectors of increasing dimension are also obtained using the gamma representation.

Full work available at URL: https://arxiv.org/abs/0803.3518

Recommendations

• Maxima of Poisson-like variables and related triangular arrays
• Convergence of distributions of extremal independent random variables
• Extremes of weighted Dirichlet arrays
• A new family of bivariate max-infinitely divisible distributions
• Maxima of skew elliptical triangular arrays

Mathematics Subject Classification ID

Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70)

Cites Work

• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• Sur la distribution limite du terme maximum d'une série aléatoire
• Title not available (Why is that?)
• Maxima of Poisson-like variables and related triangular arrays
• Asymptotics of maxima of discrete random variables
• Maxima of the cells of an equiprobable multinomial

Cited In (5)

• Condition for convergence of maxima of random triangular arrays
• The maximum distribution of Kibble's bivariate gamma random vector
• Extremes of weighted Dirichlet arrays
• Maxima of Poisson-like variables and related triangular arrays
• Limiting distribution of the maximal distance between random points on a circle: a moments approach

This page was built for publication: Maxima of Dirichlet and triangular arrays of gamma variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q952882)