CYCLIC BEHAVIOR OF THE MAXIMUM OF SUMS OF INDEPENDENT VARIABLES

摘要

In a recent author's paper, the cyclic behavior of maxima in a hierarchical summation scheme was discovered. In the present note, we show how the same phenomenon appears in the scheme of conventional summation: The distribution of the maximum of 2~n independent copies of a sum of n i.i.d. random variables approaches, as n grows, some helix in the space of distributions. Bibliography: 4 titles.