Maxima of Dirichlet and triangular arrays of gamma variables
Consider a row-wise 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.
Year of publication: |
2008
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Authors: | Bose, Arup ; Dasgupta, Amites ; Maulik, Krishanu |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 16, p. 2811-2820
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Publisher: |
Elsevier |
Saved in:
Saved in favorites
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