On some connections between random partitions of the unit segment and the Poisson process (Q2772059)

Let \(\sigma_1, \sigma_2,\ldots \) be renewal moments for standard Poisson process \(N_t,\;t\geq 0\). Define NEWLINE\[NEWLINE d_t=\min \{ \sigma_1, \sigma_2-\sigma_1,\ldots , t-\sigma_{N_t}\},\;t>0,\qquad D_t=\max \{ \sigma_1, \sigma_2-\sigma_1,\ldots , t-\sigma_{N_t}\},\;t>0. NEWLINE\]NEWLINE Some stochastic limits and limits in law for the sequences \(d_t\) and \(D_t\) are obtained. In particular it is proved, that \(D_t/\ln t \to 1 \) as \(t\to \infty \) in probability and also that \(\lim_{t\to \infty} P(t d_t <x)=1-e^{-x}\), \(x>0\).