On sequences of expected maxima and expected ranges
Methodology
2018-06-13 v4
Abstract
We investigate conditions in order to decide whether a given sequence of real numbers represents expected maxima or expected ranges. The main result provides a novel necessary and sufficient condition, relating an expected maxima sequence to a translation of a Bernstein function through its L\'{e}vy-Khintchine representation. Key words and phrases: expected maxima; expected ranges; Bernstein functions, L\'{e}vy-Khintchine representation, order statistics.
Cite
@article{arxiv.1610.06835,
title = {On sequences of expected maxima and expected ranges},
author = {Nickos Papadatos},
journal= {arXiv preprint arXiv:1610.06835},
year = {2018}
}
Comments
23 pages