Maxima of Dirichlet and triangular arrays of gamma variables

DOI10.1016/J.SPL.2008.03.032MaRDI QIDQ952882zbMATH OpenOpenAlexFDO

Authors Arup Bose, Amites Dasgupta, Krishanu Maulik

Publication date 14 November 2008

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

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

Mathematics Subject Classification ID

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

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.

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Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• Asymptotics of maxima of discrete random variables
• Extremes and related properties of random sequences and processes
• Maxima of Poisson-like variables and related triangular arrays
• Maxima of the cells of an equiprobable multinomial
• Sur la distribution limite du terme maximum d'une série aléatoire

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(5)

• 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
• Condition for convergence of maxima of random triangular arrays

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