最大值的分布或赢家问题

Pub Date : 2024-05-11 DOI:10.1016/j.spl.2024.110152
Youri Davydov , Vladimir Rotar
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引用次数: 0

摘要

我们考虑随机变量(r.v.)An=argmaxi:1...n{Xi}分布的极限定理,其中 Xi 是独立的连续非负随机 r.v.。Xi,i=1....,n,可以解释为一场博弈中 n 个玩家的收益,而 r.v. An 本身则是 "赢家 "的数量。本文包含一些关于 An 随 n→∞ 分布的极限定理。
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The distribution of argmaximum or a winner problem

We consider a limit theorem for the distribution of a random variable (r.v.) An=argmaxi:1n{Xi}, where Xi’s are independent continuous non-negative random r.v.’s. The Xi,i=1.,n, may be interpreted as the gains of n players in a game, and the r.v. An itself as the number of a “winner”. The paper contains some limit theorems for the distribution of An as n.

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