Timeline for Maximum of a sequence of $n$ positive random variables where variance is an increasing function of $n$
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 7, 2013 at 8:54 | comment | added | Chassaing | My approach fails for too many things are heuristic, nothing new, but your assumption entails $n=o(\sigma(n))$, so at least this information is good news. Thanks for the nice question. | |
| Oct 7, 2013 at 2:24 | comment | added | Bullmoose | Thank you for your answer! Your thoughts have been very helpful, and I have found that in the family of distributions that i am considering there is a necessary relationship between $\sigma(n)$, $n$ and mean $\mu(n)$ as a function of $n$: $\frac{\sigma(n)}{n\mu(n)}=\Omega(1)$. Unfortunately, this means that your approach may not work for it (I think that the bound is vacuous). | |
| Oct 6, 2013 at 14:34 | history | edited | Chassaing | CC BY-SA 3.0 |
precision
|
| Oct 6, 2013 at 14:17 | history | answered | Chassaing | CC BY-SA 3.0 |