On sequences of expected maxima and expected ranges
arXiv:1610.06835 · doi:10.1017/jpr.2017.57
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. Key words and phrases: expected maxima; expected ranges; Bernstein functions, Lévy-Khintchine representation, order statistics.
23 pages