We derive a general asymptotic formula for the variance of the
number of maxima in a set of independent and identically distributed random
vectors in $\mathbb{R}^d$, where the components of each vector are
independently and continuously distributed. Applications of the results to
algorithmic analysis are also indicated.
@article{1028903455,
author = {Bai, Zhi-Dong and Chao, Chern-Ching and Hwang, Hsien-Kuei and Liang, Wen-Qi},
title = {On the variance of the number of maxima in random vectors and its
applications},
journal = {Ann. Appl. Probab.},
volume = {8},
number = {1},
year = {1998},
pages = { 886-895},
language = {en},
url = {http://dml.mathdoc.fr/item/1028903455}
}
Bai, Zhi-Dong; Chao, Chern-Ching; Hwang, Hsien-Kuei; Liang, Wen-Qi. On the variance of the number of maxima in random vectors and its
applications. Ann. Appl. Probab., Tome 8 (1998) no. 1, pp. 886-895. http://gdmltest.u-ga.fr/item/1028903455/