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Main Authors: Zhang, Chunxu, Miao, Baiqi, Mao, Tiantian
Format: Preprint
Published: 2026
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Online Access:https://arxiv.org/abs/2605.21155
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author Zhang, Chunxu
Miao, Baiqi
Mao, Tiantian
author_facet Zhang, Chunxu
Miao, Baiqi
Mao, Tiantian
contents We study asymptotic probabilities of attaining the maximum in heterogeneous Gaussian samples. In the two-group setting, the first sample has variance $1$ and size $n_1$, while the second has variance $σ^2>1$ and size $n_2$. We investigate the probability that the maximum of the standard-variance group exceeds that of the high-variance group. Using the classical extreme-value normalization for Gaussian maxima together with a second-order comparison of the centering terms, we show that this probability admits a non-degenerate limit if and only if $n_1\sim C n_2^{σ^2}(\log n_2)^{-(σ^2-1)/2}$ as $n_1,n_2\to\infty$ for some $C\in(0,\infty)$. In that regime, the limit admits an integral representation. Outside the critical regime, the comparison necessarily degenerates to $0$ or $1$. We then extend the analysis to finitely many independent Gaussian groups and obtain a generalized integral representation for the limiting winning probabilities. The results provide a complete asymptotic classification for this maximum-comparison problem
format Preprint
id arxiv_https___arxiv_org_abs_2605_21155
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Asymptotic Probabilities of Attaining the Maximum in Heterogeneous Gaussian Samples
Zhang, Chunxu
Miao, Baiqi
Mao, Tiantian
Probability
We study asymptotic probabilities of attaining the maximum in heterogeneous Gaussian samples. In the two-group setting, the first sample has variance $1$ and size $n_1$, while the second has variance $σ^2>1$ and size $n_2$. We investigate the probability that the maximum of the standard-variance group exceeds that of the high-variance group. Using the classical extreme-value normalization for Gaussian maxima together with a second-order comparison of the centering terms, we show that this probability admits a non-degenerate limit if and only if $n_1\sim C n_2^{σ^2}(\log n_2)^{-(σ^2-1)/2}$ as $n_1,n_2\to\infty$ for some $C\in(0,\infty)$. In that regime, the limit admits an integral representation. Outside the critical regime, the comparison necessarily degenerates to $0$ or $1$. We then extend the analysis to finitely many independent Gaussian groups and obtain a generalized integral representation for the limiting winning probabilities. The results provide a complete asymptotic classification for this maximum-comparison problem
title Asymptotic Probabilities of Attaining the Maximum in Heterogeneous Gaussian Samples
topic Probability
url https://arxiv.org/abs/2605.21155