Weak convergence results for the Kakutani interval splitting procedure. (Q1879858): Difference between revisions
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English | Weak convergence results for the Kakutani interval splitting procedure. |
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Weak convergence results for the Kakutani interval splitting procedure. (English)
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15 September 2004
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The paper addresses comparisons between two probability models for random subdivisions of the unit interval: the usual \(U\)-model in which the division points are independent Unif(0,1) random variables and the Kakutani \(K\)-model. The authors study the weak convergence under the \(K\)-model of the empirical processes for both the division points and their spacings. The limit processes are Gaussian. In particular, the obtained results clarify the differences between the \(U\)- and \(K\)-models. The empirical processes for division points converge in law to Brownian bridges, but the standard deviations for the \(K\)-model are approximately half what they are for \(U\)-model. Finally, the covariance function of the limiting empirical processes for the normalized spacings is explicitly derived, thereby characterizing those processes completely.
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empirical processes
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Kakutani interval splitting
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spacings
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weak convergence
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cumulants
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self-similarity
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