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

DOI10.1017/APR.2016.52zbMATH Open1426.60030arXiv1508.00944OpenAlexW2963815748MaRDI QIDQ5197407FDOQ5197407

Authors: Aleksandar Mijatović, Vladislav V. Vysotsky 

Publication date: 23 September 2019

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

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.

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

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zbMATH Keywords

uniform distributionorder statisticsmaximal \(k\)-spacing

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Laws of the iterated logarithm for order statistics of uniform spacings
• Strong laws for the maximal k-spacing when k?c log n
• Title not available (Why is that?)
• Extreme Values in Samples from $m$-Dependent Stationary Stochastic Processes
• Strong limiting bounds for maximal uniform spacings

Cited In (4)

• Optimal rules for the sequential selection of uniform spacings
• Title not available (Why is that?)
• Weak and strong law results for a function of the spacings
• Stability of overshoots of zero mean random walks

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