TY - JOUR
T1 - Cyclic Behavior of the Maximum of Sums of Independent Variables
AU - Lifshits, M.A.
PY - 2015
Y1 - 2015
N2 - © 2014, Springer Science+Business Media New York.In a recent author’s paper, the cyclic behavior of maxima in a hierarchical summation scheme was discovered. In the present note, we show how the same phenomenon appears in the scheme of conventional summation: The distribution of the maximum of 2n independent copies of a sum of n i.i.d. random variables approaches, as n grows, some helix in the space of distributions. Bibliography: 4 titles.
AB - © 2014, Springer Science+Business Media New York.In a recent author’s paper, the cyclic behavior of maxima in a hierarchical summation scheme was discovered. In the present note, we show how the same phenomenon appears in the scheme of conventional summation: The distribution of the maximum of 2n independent copies of a sum of n i.i.d. random variables approaches, as n grows, some helix in the space of distributions. Bibliography: 4 titles.
U2 - 10.1007/s10958-014-2191-6
DO - 10.1007/s10958-014-2191-6
M3 - Article
SP - 134
EP - 139
JO - Journal of Mathematical Sciences
JF - Journal of Mathematical Sciences
SN - 1072-3374
IS - 1
ER -