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On sequences of expected maxima and expected ranges
Published online by Cambridge University Press: 30 November 2017
Abstract
We investigate conditions in order to decide whether a given sequence of real numbers represents expected maxima or expected ranges. The main result provides a novel necessary and sufficient condition, relating an expected maxima sequence to a translation of a Bernstein function through its Lévy–Khintchine representation.
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- Copyright © Applied Probability Trust 2017
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