Cyclic behavior of maxima for sums of independent variables
Probability
2015-02-24 v1
Abstract
In a recent author's work the cyclic behavior of maxima in a hierarchical summation scheme was discovered. In the present note we show how the same phenomenon appears in the scheme of conventional summation: the distribution of maximum of independent copies of a sum of i.i.d. random variables approaches, as grows, some helix in the space of distributions.
Keywords
Cite
@article{arxiv.1307.0612,
title = {Cyclic behavior of maxima for sums of independent variables},
author = {M. A. Lifshits},
journal= {arXiv preprint arXiv:1307.0612},
year = {2015}
}