LIMITING CURVES FOR IID RECORDS
成果类型:
Article
署名作者:
DEUSCHEL, JD; ZEITOUNI, O
署名单位:
Technion Israel Institute of Technology
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1176988293
发表日期:
1995
页码:
852-878
关键词:
摘要:
We consider the concentration of measure for n i.i.d., two-dimensional random variables under the conditioning that they form a record. Under mild conditions, we show that all random variables tend to concentrate, as n --> infinity, around Limiting curves, which are the solutions of an appropriate variational problem. We also show that the same phenomenon occurs, without the records conditioning, for the longest increasing subsequence in the sample.