Open Access
August 1998 On the variance of the number of maxima in random vectors and its applications
Zhi-Dong Bai, Chern-Ching Chao, Hsien-Kuei Hwang, Wen-Qi Liang
Ann. Appl. Probab. 8(3): 886-895 (August 1998). DOI: 10.1214/aoap/1028903455

Abstract

We derive a general asymptotic formula for the variance of the number of maxima in a set of independent and identically distributed random vectors in Rd, where the components of each vector are independently and continuously distributed. Applications of the results to algorithmic analysis are also indicated.

Citation

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Zhi-Dong Bai. Chern-Ching Chao. Hsien-Kuei Hwang. Wen-Qi Liang. "On the variance of the number of maxima in random vectors and its applications." Ann. Appl. Probab. 8 (3) 886 - 895, August 1998. https://doi.org/10.1214/aoap/1028903455

Information

Published: August 1998
First available in Project Euclid: 9 August 2002

zbMATH: 0941.60021
MathSciNet: MR1627803
Digital Object Identifier: 10.1214/aoap/1028903455

Subjects:
Primary: 60D05
Secondary: 65Y25 , 68Q25

Keywords: Eulerian sums , maximal points , multicriterial optimization

Rights: Copyright © 1998 Institute of Mathematical Statistics

Vol.8 • No. 3 • August 1998
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