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Sistemy i Sredstva Informatiki [Systems and Means of Informatics], 2019, Volume 29, Issue 1, Pages 140–163
DOI: https://doi.org/10.14357/08696527190112
(Mi ssi629)
 

This article is cited in 2 scientific papers (total in 2 papers)

Conditional bounds of expected maxima of random variables and their reachability

D. V. Ivanov

Faculty of Mechanics and Mathematics, M. V. Lomonosov Moscow State University, Main Building, 1 Leninskiye Gory, Moscow 119991, Russian Federation
Full-text PDF (333 kB) Citations (2)
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Abstract: The subject of this article is the expected maxima of an arbitrary number $n$ of independent and identically distrubuted random variables. Probability distributions with zero mean and variance of 1 and with given value of the expected maximum of $m$ independent random variables of this distribution are taken into consideration. The question of reachability of the boundaries obtained by other authors is investigated. In the cases of failure to derive the answer to this question, the obtained boundaries are specified. The problem might have various applications in queuing theory, insurance, finance, and other fields.
Keywords: expected maximum, reachability.
Received: 12.02.2019
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: D. V. Ivanov, “Conditional bounds of expected maxima of random variables and their reachability”, Sistemy i Sredstva Inform., 29:1 (2019), 140–163
Citation in format AMSBIB
\Bibitem{Iva19}
\by D.~V.~Ivanov
\paper Conditional bounds of~expected maxima of~random variables and~their reachability
\jour Sistemy i Sredstva Inform.
\yr 2019
\vol 29
\issue 1
\pages 140--163
\mathnet{http://mi.mathnet.ru/ssi629}
\crossref{https://doi.org/10.14357/08696527190112}
\elib{https://elibrary.ru/item.asp?id=37625968}
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  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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