Cyclic behavior of the maximum of sums of independent random variables
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 19, Tome 412 (2013), pp. 207-214
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In a recent author's work the cyclic behavior of maxima in a hierarchical summation scheme was discovered. In the present note we show how the same phenomenon appears in the scheme of conventional summation: the distribution of maximum of $2^n$ independent copies of a sum of $n$ i.i.d. random variables approaches, as $n$ grows, some helix in the space of distributions.
@article{ZNSL_2013_412_a9,
author = {M. A. Lifshits},
title = {Cyclic behavior of the maximum of sums of independent random variables},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {207--214},
publisher = {mathdoc},
volume = {412},
year = {2013},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a9/}
}
M. A. Lifshits. Cyclic behavior of the maximum of sums of independent random variables. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 19, Tome 412 (2013), pp. 207-214. http://geodesic.mathdoc.fr/item/ZNSL_2013_412_a9/