Asymptotic uniformity conjecture for the smallest maximum

From papers

Let X(1),X(2),\mathbf{X}^{(1)},\mathbf{X}^{(2)},\ldots be independent and identically distributed dd-dimensional observations with independent Exponential(1)\operatorname{Exponential}(1) coordinates, and let Sd1\mathcal{S}_{d-1} be the probability simplex. Let σn\boldsymbol{\sigma}_n be the almost surely unique maximum of {X(1),,X(n)}\{\mathbf{X}^{(1)},\ldots,\mathbf{X}^{(n)}\} with minimum 1\ell^1-norm, and write φn=σn\varphi_n=\|\boldsymbol{\sigma}_n\|. Asymptotic uniformity conjecture. The random variables φn\varphi_n and φn1σn\varphi_n^{-1}\boldsymbol{\sigma}_n are asymptotically independent, and

φn1σn  d  Unif(Sd1).\varphi_n^{-1}\boldsymbol{\sigma}_n\ \xrightarrow{\ d\ }\ \operatorname{Unif}(\mathcal{S}_{d-1}).

For the largest maximum, the analogous radial and angular variables are independent at finite nn, whereas this fails for the smallest maximum; the conjecture asserts that independence and uniform angularity nevertheless emerge asymptotically.

Progress summary

Open

The conjecture remains unproved: a recent paper records supporting heuristics and a radial limit, but no proof of the predicted asymptotic angular uniformity or independence has appeared.

The conjecture predicts that, for the smallest maximum of independent exponential vectors, its size and direction become independent in the limit, with the direction becoming uniform on the simplex. A recent paper states this as Conjecture 11.2 and notes that finite-sample independence fails.

Known results

  • The minimum norm φn\varphi_n has a separate Gumbel limit with a Berry--Esseen-type bound.
  • The cited paper gives a heuristic Poisson-point-process explanation for the conjectured angular limit, but does not establish it rigorously.

Recent paper

The paper separates the proved radial result from the conjecture: it explicitly says that a rigorous Poisson approximation for the angular behavior might be possible, rather than claiming one. The scan found no counterexample, claimed proof, verification, or retraction concerning this conjecture.

Current status (as of August 2026): the radial limit for φn\varphi_n is established, but asymptotic independence and convergence of φn1σn\varphi_n^{-1}\boldsymbol{\sigma}_n to Unif(Sd1)\operatorname{Unif}(\mathcal{S}_{d-1}) remain open.

Sources
Sources & referencesView supporting material

Primary source

James Allen Fill, “A new fine-scale Berry-Esseen-type Gumbel-limit theorem for multivariate maxima”, arXiv:2601.18170 (2026).

Solutions 1

Proof

The conjecture holds for every d2d\ge2. More strongly, the entire marked process of low-norm maxima has a Poisson limit with independent uniform angular marks.

Write Ljn=logjnL_jn=\log^{\circ j}n, and set

cn=L1nL3nlog(d1),Tn=L2n(ϕncn),Un=σnϕn.c_n=L_1n-L_3n-\log(d-1),\qquad T_n=L_2n\,(\phi_n-c_n),\qquad U_n=\frac{\sigma_n}{\phi_n}.

Let υ\upsilon denote uniform probability measure on the simplex

Sd1={u0:i=1dui=1}.\mathcal S_{d-1}=\left\{u\ge0:\sum_{i=1}^du_i=1\right\}.

We prove

(Tn,Un)(T,U),Uυ,TU,(T_n,U_n)\Longrightarrow(T,U), \qquad U\sim\upsilon,\qquad T\perp U,

where

P(T>a)=exp{e(d1)a(d1)!}.(1)\mathbb P(T>a) =\exp\left\{-\frac{e^{(d-1)a}}{(d-1)!}\right\}. \tag{1}

Use the source's lower and upper truncations

n=L1nL3nlogωn,hn=L1n+2(d1)L2n,\ell_n=L_1n-L_3n-\log\omega_n,\qquad h_n=L_1n+2(d-1)L_2n,

with ωn\omega_n\to\infty sufficiently slowly. For the corresponding truncated Poisson input of intensity

nex11{n<x1hn}dx,n e^{-\|x\|_1} \mathbf1_{\{\ell_n<\|x\|_1\le h_n\}}\,dx,

partition the region below any fixed normalized upper radial level into the source's grid cells, and let IαI_\alpha indicate that cell α\alpha contains a maximum.

The source proves that the Chen–Stein dependency quantities satisfy b3=0b_3=0 and, by its equations (10.3), (10.9)–(10.11),

lim supmesh0(b1+b2)=O((L2n)(d3/2)(L3n)1)+O((L1n)(d1)(L2n)d(L3n)2)=o(1).(2)\limsup_{\mathrm{mesh}\to0}(b_1+b_2) = O\left((L_2n)^{-(d-3/2)}(L_3n)^{-1}\right) + O\left((L_1n)^{-(d-1)}(L_2n)^d(L_3n)^{-2}\right) =o(1). \tag{2}

The exponent is (d32)-(d-\tfrac32), so (2) also holds for d=2d=2.

Instead of applying only the scalar Poisson-count theorem used in the source, apply Arratia–Goldstein–Gordon's point-process Theorem 2 to the whole Bernoulli configuration:

dTV(L((Iα)α),L((Yα)α))4(b1+b2),d_{\mathrm{TV}}\left( \mathcal L((I_\alpha)_\alpha), \mathcal L((Y_\alpha)_\alpha) \right) \le4(b_1+b_2),

where the YαY_\alpha are independent Poisson variables of means EIα\mathbb EI_\alpha. Color the cells by any finitely many disjoint radial/angular bins, let the mesh tend to zero, and use the source's collision estimate. The resulting bin counts converge jointly to independent Poisson variables with their corresponding first-intensity means. This argument uses finite bin-count vectors and does not require total-variation convergence from atomic grids to a diffuse process.

That first intensity is explicit. Writing r=x1r=\|x\|_1, the Mecke formula gives

νn(dx)=nerexp{nerGd(hnr)}dx,\nu_n(dx) = n e^{-r} \exp\left\{-n e^{-r}G_d(h_n-r)\right\}\,dx,

where

Gd(v)=1evj=0d1vjj!.G_d(v)= 1-e^{-v}\sum_{j=0}^{d-1}\frac{v^j}{j!}.

Indeed, the dominating northeast orthant above xx, cut off at radius hnh_n, has intensity nerGd(hnr)ne^{-r}G_d(h_n-r). Thus the maxima intensity depends only on rr. The simplex change of variables is

dx=rd1(d1)!drυ(du),u=x/r,dx=\frac{r^{d-1}}{(d-1)!}\,dr\,\upsilon(du), \qquad u=x/r,

so the angular intensity is exactly uniform for every nn.

The source's Lemma 9.1 gives the limiting cumulative radial intensity

Λ(a)=limnνn{rcn+aL2n}=e(d1)a(d1)!.\Lambda(a) = \lim_{n\to\infty} \nu_n\left\{r\le c_n+\frac a{L_2n}\right\} = \frac{e^{(d-1)a}}{(d-1)!}.

Therefore, for every a<ba<b and every simplex continuity set CC,

νn{a<L2n(rcn)b,uC}(Λ(b)Λ(a))υ(C).\nu_n\left\{ a<L_2n(r-c_n)\le b,\quad u\in C \right\} \longrightarrow \bigl(\Lambda(b)-\Lambda(a)\bigr)\upsilon(C).

Together with (2), this proves convergence of the full marked maxima process to a Poisson point process with product intensity

e(d1)t(d2)!dtυ(du).(3)\boxed{\displaystyle \frac{e^{(d-1)t}}{(d-2)!}\,dt\,\upsilon(du).} \tag{3}

The source's truncation and de-Poissonization couplings extend directly to whole point configurations: maxima below n\ell_n occur with probability o(1)o(1); the above-n\ell_n binomial and Poisson configurations couple with error o(1)o(1); and deleting points above hnh_n changes the configuration with probability

nP{Gamma(d,1)>hn}=O((L1n)(d1))=o(1).n\,\mathbb P\{\operatorname{Gamma}(d,1)>h_n\} =O((L_1n)^{-(d-1)})=o(1).

Hence (3) also holds for the original fixed-size sample.

Finally, the lowest point of (3) is almost surely unique. Its radial survival function is eΛ(a)e^{-\Lambda(a)}, while its angular mark is independent and uniformly distributed. Thus, for every aRa\in\mathbb R and every υ\upsilon-continuity set CC,

limnP{Tna, UnC}=(1ee(d1)a/(d1)!)υ(C),\boxed{\displaystyle \lim_{n\to\infty} \mathbb P\{T_n\le a,\ U_n\in C\} = \left(1- e^{-e^{(d-1)a}/(d-1)!}\right)\upsilon(C),}

proving both conjectured uniformity and asymptotic independence.

Sources: J. A. Fill, arXiv:2601.18170, Conjecture 11.2 and Sections 4–10; R. Arratia, L. Goldstein and L. Gordon, Two Moments Suffice for Poisson Approximations: The Chen–Stein Method (1989), Theorem 2.

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