Limit theorems for runs based on `small spacings' (Q618005)

The following type of runs was proposed by Erylmaz and Stepanov (2008): a sequence of spacings forms a run if the lengths of these spacings do not exceed \(\epsilon > 0\). Asymptotic properties of these spacings were investigated and a statistical test proposed by them. In the present paper, the research on these runs is continued; limit theorems are derived for the total number of runs and for the longest run. A procedure based on these runs is proposed to test for the uniformity or exponentiality of the underlying distribution.