The distribution of argmaximum or a winner problem

DOI10.1016/J.SPL.2024.110152MaRDI QIDQ6580278zbMATH OpenFDO

Authors Youri Davydov, Vladimir Rotar

Publication date 29 July 2024

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

Full work available at URL https://doi.org/10.1016/J.SPL.2024.110152

zbMATH Keywords

argmaximumlimit theoremmaximum of random variables

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Gaussian processes (60G15)

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Cites work

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• Limiting forms of the frequency distribution of the largest or smallest member of a sample.
• Maxima of independent, non-identically distributed Gaussian vectors
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• Sur la distribution limite du terme maximum d'une série aléatoire

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