On the weak limit law of the maximal uniform k-spacing

DOI10.1017/APR.2016.52MaRDI QIDQ5197407zbMATH OpenOpenAlexFDO

Authors Aleksandar Mijatović, Vladislav V. Vysotsky

Publication date 23 September 2019

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1508.00944

zbMATH Keywords

maximal \(k\)-spacingorder statisticsuniform distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Order statistics; empirical distribution functions (62G30)

Abstract: This paper gives a simple proof of a limit theorem for the lenght of the largest interval straddling a fixed number of i.i.d. points uniformly disributed on a unit interval. The key step in our argument is a classical theorem of Watson (1954) on the maxima of m-dependent stationary stochastic sequences.

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Cites work

• Extreme Values in Samples from m-Dependent Stationary Stochastic Processes
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3233336 (Why is no real title available?)
• Laws of the iterated logarithm for order statistics of uniform spacings
• Strong laws for the maximal k-spacing when k?c log n
• Strong limiting bounds for maximal uniform spacings

Cited in

(4)

• Weak and strong law results for a function of the spacings
• scientific article; zbMATH DE number 7378666 (Why is no real title available?)
• Optimal rules for the sequential selection of uniform spacings
• Stability of overshoots of zero mean random walks

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