Limiting distribution of the maximal distance between random points on a circle: A moments approach

preprint2014arXivOpen access

Abstract

Motivated by the problem of computing the distribution of the largest distance dmax⁡d_{\max} between nn random points on a circle we derive an explicit formula for the moments of the maximal component of a random vector following a Dirichlet distribution with concentration parameters (1,…,1)(1,\ldots,1). We use this result to give a new proof of the fact that the law of n dmax⁡−log⁡nn\,d_{\max}-\log n converges to a Gumbel distribution as nn tends to infinity.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.