Maximal divergent uniform spacings (Q1825513): Difference between revisions

Let \(U_ 1,U_ 2,..\). be a sequence of independent random variables, uniformly distributed on the unit interval, and let \(a_ n\), \(n\geq 1\), be an integer sequence for which \(1\leq a_ n\leq n.\) For \(n\geq 1\) define \(\Delta_ n\) resp. \(\Delta^*_ n\) to be the largest of the \(a_ n+1\) spacings induced by the observations \(U_{n-a_ n+1},U_{n-a_ n+2},...,U_ n\) resp. \(U_ 1,U_ 2,...,U_{a_ n}.\) The properties of \(\Delta^*_ n\) were studied by \textit{P. Deheuvels} [Ann. Probab. 10, 1058-1065 (1982; Zbl 0505.60033)] and \textit{L. Devroye} [ibid., 863-868 (1982; Zbl 0491.60030 )]. In the present paper the authors prove that the strong behaviour of \(\Delta_ n\) is essentially different from that of \(\Delta^*_ n\). For example \(\Delta^*_ n\to 0\) a.s. if \(a_ n\to \infty,\) however \[ \limsup_{n\to \infty}\Delta_ n=1-\exp (-1/\beta)\quad a.s.\quad if\quad a_ n/\log n\to \beta. \]