Asymptotic distribution of the maximum interpoint distance in a sample of random vectors with a spherically symmetric distribution

Citation
Jammalamadaka, Sreenivasa Rao et Janson, Svante, Asymptotic distribution of the maximum interpoint distance in a sample of random vectors with a spherically symmetric distribution, Annals of applied probability , 25(6), 2015, pp. 3571-3591
ISSN journal
10505164
Volume
25
Issue
6
Year of publication
2015
Pages
3571 - 3591
Database
ACNP
SICI code
Abstract
Extreme value theory is part and parcel of any study of order statistics in one dimension. Our aim here is to consider such large sample theory for the maximum distance to the origin, and the related maximum .interpoint distance,. in multidimensions. We show that for a family of spherically symmetric distributions, these statistics have a Gumbel-type limit, generalizing several existing results. We also discuss the other two types of limit laws and suggest some open problems. This work complements our earlier study on the minimum interpoint distance.