Sharpened localization of the trailing point of the Pareto record frontier
CoRR(2024)
摘要
For d≥2 and iid d-dimensional observations X^(1),X^(2),… with
independent Exponential(1) coordinates, we revisit the study by Fill and
Naiman (Electron. J. Probab., 2020) of the boundary (relative to the closed
positive orthant), or "frontier", F_n of the closed Pareto record-setting
(RS) region
_n:={0≤ x∈ℝ^d:x⊀X^(i)}
at time n, where 0≤ x means that 0≤ x_j
for 1≤ j≤ d and x≺ y means that x_j0
and c_n→∞ we have
ℙ(F_n^- -ln n∈
(-(2+ε)lnlnln n,c_n))→ 1
(describing typical behavior) and
almost surely
lim supF_n^- - ln n/lnln n≤ 0 lim infF_n^- - ln n/lnlnln n∈ [-2, -1].
In this paper we use the theory of generators (minima of F_n) together with
the first- and second-moment methods to improve considerably the trailing-point
location results to
F_n^- - (ln n - lnlnln n)
P⟶ - ln(d - 1)
(describing typical
behavior) and, for d ≥ 3, almost surely
lim sup [F_n^- -
(ln n - lnlnln n)] ≤ -ln(d - 2) + ln 2
lim inf [F_n^-
- (ln n - lnlnln n)] ≥ - ln d - ln 2.
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