Asymptotics of the moments of extreme-value related distribution functions

The asymptotic cost of many algorithms and combinatorial structures is related to the extreme-value Gumbel distribution exp(-exp(-x)). The following list is not exhaustive: Trie, Digital Search Tree, Leader Election, Adaptive Sampling, Counting Algorithms, trees related to the Register Function, Composition of Integers, some structures represented by Markov chains (Column-Convex Polyominoes, Carlitz Compositions), Runs and number of distinct values of some multiplicity in sequences of geometrically distributed random variables. Sometimes we can start from an exact (discrete) probability distribution, sometimes from an asymptotic analysis of the discrete objects (e.g. urn models) before establishing the relationship with the Gumbel distribution function. Also some Markov chains are either exactly and directly given by the structure itself, or as a limiting Markov process. The main motivation of the paper is to compute the asymptotic distribution and the moments of the random variables in question. The moments are usually given by a dominant part and a small fluctuating part. We use Laplace and Mellin transforms and singularity analysis and aim for a unified treatment in all cases. Furthermore, our goal is a purely mechanical computation of dominant and fluctuating components, with the help of a computer algebra system. We provide each time the first three moments, but the treatment is (almost) completely automatic. We need some real analysis for the approximations and apart from that only easy complex analysis; simple poles and a few special functions. © Springer 2006.SCOPUS: cp.j