arXiv subjects
Publications and source records attributed to Arman Tadevosian.
We consider the asymptotic behavior of the expectation of the maximum for a special assignment process with constant or i.i.d. coefficients. We show how it depends on the coefficients' distribution.
We describe the behavior of the expectation of the maximum for a random assignment process built upon a square matrix with independent entries. Under mild assumptions on the underlying distribution, the answer is expressed in terms of its quantile function.
We define Gaussian assignment process, determine the asymptotic behavior of its maximum's expectation and suggest an explicit strategy that attains the corresponding asymptotics.