Maxima of Dirichlet and triangular arrays of gamma variables

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dc.creatorBose, Arup
dc.creatorDasgupta, Amites
dc.creatorMaulik, Krishanu
dc.date2008-03-25
dc.date.accessioned2026-07-07T12:49:08Z
dc.date.available2026-07-07T12:49:08Z
dc.descriptionConsider a rowwise independent triangular array of gamma random variables with varying parameters. Under several different conditions on the shape parameter, we show that the sequence of row-maximums converges weakly after linear or power transformation. Depending on the parameter combinations, we obtain both Gumbel and non-Gumbel limits. The weak limits for maximum of the coordinates of certain Dirichlet vectors of increasing dimension are also obtained using the gamma representation.
dc.identifierhttps://arxiv.org/abs/0803.3518
dc.identifierhttp://arxiv.org/abs/0803.3518
dc.identifierStatistics and Probability Letters 2008, Vol. 78, No. 16, 2811-2820
dc.identifierdoi:10.1016/j.spl.2008.03.032
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/222298
dc.subjectProbability
dc.subjectStatistics Theory
dc.subject60G70, 60F50 (Primary); 60F10 (Secondary)
dc.titleMaxima of Dirichlet and triangular arrays of gamma variables
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