Sharpened localization of the trailing point of the Pareto record frontier
Abstract
For and iid -dimensional observations with independent Exponential coordinates, we revisit the study by Fill and Naiman (Electron. J. Probab., 2020) of the boundary (relative to the closed positive orthant), or "frontier", 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 , where means that for and means that for . With , let Almost surely, there are for each unique vectors and such that and ; we refer to and 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 , but somewhat crude information about , namely, that for any and we have (describing typical behavior) and almost surely In this paper we use the theory of generators (minima of ) together with the first- and second-moment methods to improve considerably the trailing-point location results to (describing typical behavior) and, for , 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