pith. sign in

arxiv: 1610.06835 · v4 · pith:S3JNPIU5new · submitted 2016-10-21 · 📊 stat.ME

On sequences of expected maxima and expected ranges

classification 📊 stat.ME
keywords expectedmaximarangesbernsteinorderrepresentationsequencevy-khintchine
0
0 comments X
read the original abstract

We investigate conditions in order to decide whether a given sequence of real numbers represents expected maxima or expected ranges. The main result provides a novel necessary and sufficient condition, relating an expected maxima sequence to a translation of a Bernstein function through its L\'{e}vy-Khintchine representation. Key words and phrases: expected maxima; expected ranges; Bernstein functions, L\'{e}vy-Khintchine representation, order statistics.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.