English

Successive maxima of samples from a GEM distribution

Probability 2016-09-07 v1

Abstract

We show that the maximal value in a size nn sample from GEM(θ)(\theta) distribution is distributed as a sum of independent geometric random variables. This implies that the maximal value grows as θlog(n)\theta\log(n) as nn\to\infty. For the two-parametric GEM(α,θ)(\alpha,\theta) distribution we show that the maximal value grows as a random factor of nα/(1α)n^{\alpha/(1-\alpha)} and find the limiting distribution.

Keywords

Cite

@article{arxiv.1609.01601,
  title  = {Successive maxima of samples from a GEM distribution},
  author = {Jim Pitman and Yuri Yakubovich},
  journal= {arXiv preprint arXiv:1609.01601},
  year   = {2016}
}

Comments

10 pages

R2 v1 2026-06-22T15:41:23.229Z