On sequences of expected maxima and expected ranges

Nickos Papadatos
2017 Journal of Applied Probability  
We investigate conditions in order to decide whether a given sequence of real numbers represents expected maxima or expected ranges. The main result provides a novel necessary and sufficient condition, relating an expected maxima sequence to a translation of a Bernstein function through its Lévy–Khintchine representation.
doi:10.1017/jpr.2017.57 fatcat:v7z7ivyjfjakflogmcx66go3qy