English

The Distribution of Argmaximum or a Winner Problem

Probability 2024-02-07 v2

Abstract

We consider a limit theorem for the distribution of a r.v. Yn:=argmax{Xi,i=1,...,n},Y_n:=argmax {\{X_i, i= 1,..., n\}}, where XiX_i's are independent continuous non-negative random variables. The r.v.'s {Xi,i=1,...,n}\{X_i, i=1,..., n\}, may be interpreted as the gains of nn players in a game, and the r.v. YnY_n itself as the number of a ``winner". In the case of i.i.d.r.v.'s, the distribution of YnY_n is, clearly, uniform on {1,...,n},\{1,..., n\}, while when the XX's are non-identically distributed, the problem requires some calculations.

Keywords

Cite

@article{arxiv.2305.05967,
  title  = {The Distribution of Argmaximum or a Winner Problem},
  author = {Youri Davydov and Vladimir Rotar},
  journal= {arXiv preprint arXiv:2305.05967},
  year   = {2024}
}

Comments

11 pages

R2 v1 2026-06-28T10:30:47.732Z