<p>We consider the asymptotic behavior of the maximum for assignment process with heavy tailed independent and identically distributed entries. We prove a limit theorem on convergence to the unilateral stable law for the case when the expectation of entries is infinite while for the case of finite expectation of entries we provide upper and lower bounds of the same order for maximum’s expectation.</p>

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On Assignment Problem for Heavy Tailed Random Variables

  • Mikhail Lifshits,
  • Zhan Shi

摘要

We consider the asymptotic behavior of the maximum for assignment process with heavy tailed independent and identically distributed entries. We prove a limit theorem on convergence to the unilateral stable law for the case when the expectation of entries is infinite while for the case of finite expectation of entries we provide upper and lower bounds of the same order for maximum’s expectation.