Maxima of Dirichlet and triangular arrays of gamma variables

Details Maxima of Dirichlet and triangular arrays of gamma variables Maxima of Dirichlet and triangular arrays of gamma variables

2008-03-25

arxiv.org/abs/0803.3518v1

Statistics and Probability Letters 2008, Vol. 78, No. 16, 2811-2820

Mathematics

Probability

Scientific paper

10.1016/j.spl.2008.03.032

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.

Affiliated with

Also associated with

No associations

Rating

Maxima of Dirichlet and triangular arrays of gamma variables does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Maxima of Dirichlet and triangular arrays of gamma variables, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Maxima of Dirichlet and triangular arrays of gamma variables will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-348931