English

Sharpened localization of the trailing point of the Pareto record frontier

Probability 2024-02-28 v1 Data Structures and Algorithms

Abstract

For d2d\ge2 and iid dd-dimensional observations X(1),X(2),X^{(1)},X^{(2)},\dots with independent Exponential(1)(1) coordinates, we revisit the study by Fill and Naiman (Electron. J. Probab., 2020) of the boundary (relative to the closed positive orthant), or "frontier", FnF_n of the closed Pareto record-setting (RS) region \mbox{RS}_n:=\{0\le x\in{\mathbb R}^d:x\not\prec X^{(i)}\mbox{\ for all $1\le i\le n$}\} at time nn, where 0x0\le x means that 0xj0\le x_j for 1jd1\le j\le d and xyx\prec y means that xj<yjx_j<y_j for 1jd1\le j\le d. With x+:=j=1dxjx_+:=\sum_{j=1}^d x_j, let Fn:=min{x+:xFn}\mboxandFn+:=max{x+:xFn}. F_n^-:=\min\{x_+:x\in F_n\}\quad\mbox{and}\quad F_n^+:=\max\{x_+:x\in F_n\}. Almost surely, there are for each nn unique vectors λnFn\lambda_n\in F_n and τnFn\tau_n\in F_n such that Fn+=(λn)+F_n^+=(\lambda_n)_+ and Fn=(τn)+F_n^-=(\tau_n)_+; we refer to λn\lambda_n and τn\tau_n as the leading and trailing points, respectively, of the frontier. Fill and Naiman provided rather sharp information about the typical and almost sure behavior of F+F^+, but somewhat crude information about FF^-, namely, that for any ε>0\varepsilon >0 and cnc_n\to\infty we have P(Fnlnn((2+ε)lnlnlnn,cn))1 {\mathbb P}(F_n^- -\ln n\in (-(2+\varepsilon)\ln\ln\ln n,c_n))\to 1 (describing typical behavior) and almost surely lim supFnlnnlnlnn0\mboxandlim infFnlnnlnlnlnn[2,1]. \limsup \frac{F_n^- - \ln n}{\ln \ln n} \le 0 \quad \mbox{and} \quad \liminf \frac{F_n^- - \ln n}{\ln \ln \ln n} \in [-2, -1]. In this paper we use the theory of generators (minima of FnF_n) together with the first- and second-moment methods to improve considerably the trailing-point location results to Fn(lnnlnlnlnn)Pln(d1) F_n^- - (\ln n - \ln \ln \ln n) \overset{\mathrm{P}}{\longrightarrow} - \ln(d - 1) (describing typical behavior) and, for d3d \ge 3, almost surely \begin{align*} &\limsup [F_n^- - (\ln n - \ln \ln \ln n)] \leq -\ln(d - 2) + \ln 2 \\ \mbox{and }&\liminf [F_n^- - (\ln n - \ln \ln \ln n)] \ge - \ln d - \ln 2. \end{align*}

Keywords

Cite

@article{arxiv.2402.17221,
  title  = {Sharpened localization of the trailing point of the Pareto record frontier},
  author = {James Allen Fill and Daniel Naiman and Ao Sun},
  journal= {arXiv preprint arXiv:2402.17221},
  year   = {2024}
}

Comments

32 pages, 2 figures. arXiv admin note: text overlap with arXiv:1901.05621