A note on random permutations and extreme value distributions
Mladenovi\'{c}, Pavle
Proc. Japan Acad. Ser. A Math. Sci., Tome 78 (2002) no. 10, p. 157-160 / Harvested from Project Euclid
Let $\Omega_n$ be the set of all permutations of the set $N_n = \{1, 2, \dots, n\}$ and let us suppose that each permutation $\omega = (a_1, \dots, a_n) \in \Omega_n$ has probability $1/n!$. For $\omega = (a_1, \dots, a_n)$ let $X_{nj} = |a_j - a_{j+1}|$, $j \in N_n$, $a_{n+1} = a_1$, $M_n = \max\{X_{n1}, \dots, X_{nn}\}$. We prove herein that the random variable $M_n$ has asymptotically the Weibull distribution, and give some remarks on the domains of attraction of the Fréchet and Weibull extreme value distributions.
Publié le : 2002-10-14
Classification:  Random permutations,  maximum of random sequence,  Leadbetter's mixing condition,  extreme value distributions,  domains of attraction,  60G70,  05A05
@article{1148392611,
     author = {Mladenovi\'{c}, Pavle},
     title = {A note on random permutations and extreme value distributions},
     journal = {Proc. Japan Acad. Ser. A Math. Sci.},
     volume = {78},
     number = {10},
     year = {2002},
     pages = { 157-160},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1148392611}
}
Mladenovi\'{c}, Pavle. A note on random permutations and extreme value distributions. Proc. Japan Acad. Ser. A Math. Sci., Tome 78 (2002) no. 10, pp.  157-160. http://gdmltest.u-ga.fr/item/1148392611/