The diminishing segment process

DOI10.1016/J.SPL.2011.09.016MaRDI QIDQ654500zbMATH OpenOpenAlexWikidataFDO

Authors Gergely Ambrus, Peter Kevei, Viktor Vígh

Publication date 28 December 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1106.2015

zbMATH Keywords

arcsine lawcontinuous state space Markov chainintersection of convex discsPoisson-Dirichlet law

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

Abstract: Let S(1) be the segment [-1,1], and define the segments S(n) recursively in the following manner: let S(n+1) be the intersection of S(n) and a(n+1) + S(1), where the point a(n+1) is chosen randomly on the segment S(n) with uniform distribution. For the radius r(n) of S(n) we prove that n(r(n) - 1//2) converges in distribution to an exponential law, and we also show that the centre of the limiting unit interval has arcsine distribution.

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Cites work

• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• Probabilistic Number Theory, the GEM/Poisson-Dirichlet Distribution and the Arc-sine Law
• Random Fragmentation and Coagulation Processes
• The population genealogy of the infinitely-many neutral alleles model

Cited in

(5)

• Note on random partitions of the segment
• On random disc polygons in smooth convex discs
• On the diminishing process of Bálint Tóth
• Probabilistic analysis of vantage point trees
• Dirichlet and quasi-Bernoulli laws for perpetuities

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