English

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 dmaxd_{\max} between nn 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 (1,,1)(1,\ldots,1). We use this result to give a new proof of the fact that the law of ndmaxlognn\,d_{\max}-\log n converges to a Gumbel distribution as nn 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