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The rank distribution of the maximin in a random matrix
Authors:F K Hwang
Institution:Bell Laboratories , Murray Hill, New Jersey
Abstract:Let S be a set of tm distinct real numbers and R a random t × m matrix of these tm numbers with rows {ri} and columns (ci}. Define b = Max Min x. l≤i≤t x?ri. Let c be the event Max Min x = Min Max x. l≤i≤t x?ri l≤i≤m x?ci. This paper derives the probability distribution of the rank of b in S, as well as the same distribution conditional on c.
Keywords:value of a game  minimax  sorting  discrete distribution  saddle point  combinatories
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