2015/05/07 by Michael Schrempp, Schrempp, Michael
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #math.PR
paper · pdf · doi:10.48550/arxiv.1505.01597
arxiv created 2015/05/07 · openalex publication_date 2015/05/07 · arxiv updated 2015/05/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We study the asymptotic behaviour of the maximum interpoint distance of random points in a planar bounded set with an unique major axis and a boundary behaving like an ellipse at the endpoints. Our main result covers the case of uniformly distributed points in an ellipse.