×

On the asymptotics of discrete order statistics. (English) Zbl 0987.62006

Summary: Let \(X_1,X_2, \dots, X_n\) be a sequence of independent, identically distributed positive integer random variables. We study the asymptotics of the likelihood that the sample maximum is achieved \(k\) times and in its spacing relative to the second highest value. Earlier and other results are discussed in this context. Also, some investigation is made when the sample is Markovian. Different results emerge in this case.

MSC:

62E20 Asymptotic distribution theory in statistics
62G30 Order statistics; empirical distribution functions
62G32 Statistics of extreme values; tail inference
Full Text: DOI

References:

[1] Anderson, C. W., Extreme value theory for a class of discrete distributions with applications, J. Appl. Probab., 7, 99-113 (1970) · Zbl 0192.54202
[2] Athreya, J. S.; Fidkowski, L., Number theory, balls in boxes, and the asymptotic uniqueness of maximal discrete order statistics, Electron. J. Combin. Number Theory (www.integers-ejcnt.org), 1, A3 (2000) · Zbl 1070.60501
[3] Bingham, N. H.; Goldie, C. M.; Teugels, J. L., Regular variation. In: Encyclopedia of Mathematics and its Applications (1987), Cambridge University Press: Cambridge University Press Cambridge, UK · Zbl 0617.26001
[4] Galambos, J., 1987. The Asymptotic Theory of Extreme Order Statistics. Krieger Publishing Co., Melbourne, FL.; Galambos, J., 1987. The Asymptotic Theory of Extreme Order Statistics. Krieger Publishing Co., Melbourne, FL. · Zbl 0634.62044
[5] Gnedenko, B. V., Sur la Distribution du Terme Maximum D’une Sere Aleatoire, Ann. Math., 44, 423-453 (1943) · Zbl 0063.01643
[6] Leadbetter, M. R., Extreme value theory under weak mixing conditions., (Rosenblatt, M., Studies in Probability Theory (1978), Mathematical Association of America: Mathematical Association of America USA), 46-110 · Zbl 0409.60028
[7] Baryshnikov, Y., Eisenberg, B., Stengle, G., 1995. A necessary and sufficient condition for the existence of the limiting probability of a tie for first place. Statist. Probab. Lett. 23, 203-209.; Baryshnikov, Y., Eisenberg, B., Stengle, G., 1995. A necessary and sufficient condition for the existence of the limiting probability of a tie for first place. Statist. Probab. Lett. 23, 203-209. · Zbl 0823.60029
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.