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 $\mathbb{R}^d$, where the components of each vector are independently and continuously distributed. Applications of the results to algorithmic analysis are also indicated.
Citation
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
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