Limiting Curves for I.I.D. Records
Deuschel, Jean-Dominique ; Zeitouni, Ofer
Ann. Probab., Tome 23 (1995) no. 3, p. 852-878 / Harvested from Project Euclid
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We consider the concentration of measure for $n$ i.i.d., two-dimensional random variables under the conditioning that they form a record. Under mild conditions, we show that all random variables tend to concentrate, as $n \rightarrow \infty$, around limiting curves, which are the solutions of an appropriate variational problem. We also show that the same phenomenon occurs, without the records conditioning, for the longest increasing subsequence in the sample.
Publié le : 1995-04-14
Classification:  Records,  longest increasing subsequence,  large deviations,  60G70,  60F10 
@article{1176988293,
     author = {Deuschel, Jean-Dominique and Zeitouni, Ofer},
     title = {Limiting Curves for I.I.D. Records},
     journal = {Ann. Probab.},
     volume = {23},
     number = {3},
     year = {1995},
     pages = { 852-878},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988293}
}

Deuschel, Jean-Dominique; Zeitouni, Ofer. Limiting Curves for I.I.D. Records. Ann. Probab., Tome 23 (1995) no. 3, pp.  852-878. http://gdmltest.u-ga.fr/item/1176988293/