Ao Sun

collaborators

2 papers

math.PR2024

Sharpened localization of the trailing point of the Pareto record frontier

James Allen Fill, Daniel Naiman, Ao Sun

For $d \geq 2$ and iid $d$ -dimensional observations $X^{(1)}, X^{(2)}, \dots$ with independent Exponential $(1)$ coordinates, we revisit the study by Fill and Naiman (Electron. J. Probab…

math.PR2024

On the probability of a Pareto record

James Allen Fill, Ao Sun

Given a sequence of independent random vectors taking values in $R^{d}$ and having common continuous distribution function $F$ , say that the $n^{th}$ observ…