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. where s are independent continuous non-negative random variables. The r.v.'s , may be interpreted as the gains of players in a game, and the r.v. itself as the number of a ``winner". In the case of i.i.d.r.v.'s, the distribution of is, clearly, uniform on while when the s are non-identically distributed, the problem requires some calculations.
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