Question: Let X1, X2, . . . be independent, exponentially distributed random variables with rate 1. Show that for any real number y, lim(n) P{max(in) Xi

Let X1, X2, . . . be independent, exponentially distributed random variables with rate 1.

Show that for any real number y, lim(n) P{max(in) Xi > log n + y} exists, and identify the limit.

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