On the asymptotics of discrete order statistics
Let X1,X2,...,Xn be a sequence of independent, identically distributed positive integer random variables. We study the asymptotics of the likelihood that the sample maximum is achieved k times and in its spacing relative to the second highest value. Earlier and other results are discussed in context. Also, some investigation is made when the sample is Markovian. Different results emerge in this case.
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Volume (Year): 54 (2001)
Issue (Month): 3 (October)
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- Baryshnikov, Yuliy & Eisenberg, Bennett & Stengle, Gilbert, 1995. "A necessary and sufficient condition for the existence of the limiting probability of a tie for first place," Statistics & Probability Letters, Elsevier, vol. 23(3), pages 203-209, May.
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