Short distances on the line (Q1180174): Difference between revisions

Let \(X_ 1,X_ 2,\dots\) be independent identically distributed real- valued random variables with distribution function which has a density function. Define the empirical distribution function \[ S_ n(t)={n- 1\choose 2}\sum_{1 \leq i < j \leq n}I(| X_ i-X_ j| \leq t) \] of the random distances \(\{| X_ i-X_ j|, 1\leq i < j \leq n\}\). In some statistical problems it is important to consider the number of ``\(c(n)\)-close pairs'' in \(X_ 1,\dots,X_ n\), which may be expressed by \(S_ n(c(n))\). Put \(Z_ n(t)=S_ n(tc(n))-E S_ n(tc(n)),\quad 0 \leq t \leq 1.\) The author obtains the limit Gaussian process of the process \(\{Z_ n(t): 0 \leq t \leq 1\}\) which depends on \(c(n)\) and the distribution function \(F\). This weak convergence results enable us to get limit theorems for functionals of \(Z_ n\).