Limiting distribution of the maximal distance between random points on a circle: A moments approach
Probability
2015-05-19 v1
Abstract
Motivated by the problem of computing the distribution of the largest distance between random points on a circle we derive an explicit formula for the moments of the maximal component of a random vector following a Dirichlet distribution with concentration parameters . We use this result to give a new proof of the fact that the law of converges to a Gumbel distribution as tends to infinity.
Keywords
Cite
@article{arxiv.1405.6114,
title = {Limiting distribution of the maximal distance between random points on a circle: A moments approach},
author = {Eckhard Schlemm},
journal= {arXiv preprint arXiv:1405.6114},
year = {2015}
}
Comments
6 pages