The limit behavior of an interval splitting scheme

DOI10.1016/0167-7152(86)90063-5MaRDI QIDQ1080269zbMATH OpenOpenAlexFDO

Authors Vanamamalai Seshadri, Luc Devroye, Gérard Letac

Publication date 1986

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

Full work available at URL https://doi.org/10.1016/0167-7152(86)90063-5

zbMATH Keywords

beta distributionextremesspacingsuniform distribution

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Probability distributions: general theory (60E05) Strong limit theorems (60F15)

Review text

The interval [0,1] is split by generating a uniformly distributed random variable on that interval. The largest of the two intervals thus obtained is split again, and this process is continued ad infinitum. The authors show that the extremes of this intervals converge almost surely to a random variable W. The limit variable W exists because the extremes are both monotone sequences. The random variables W and \(Z=WU\), if \(U>\), and \(=1-W(1-U)\), if \(U\leq\) have the same distribution where U is a uniformly distributed random variable on [0,1] and independent of W. It follows from this that the distribution of W is the beta(2,2).

Recommendations

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Cites work

• scientific article; zbMATH DE number 3572944 (Why is no real title available?)
• scientific article; zbMATH DE number 3371431 (Why is no real title available?)
• scientific article; zbMATH DE number 3410334 (Why is no real title available?)
• scientific article; zbMATH DE number 3040395 (Why is no real title available?)
• Laws of the iterated logarithm for order statistics of uniform spacings
• On the Distribution of the Sizes of Particles which Undergo Splitting
• The asymptotic behavior of spacings under Kakutani's model for interval subdivision

Cited in

(10)

• Random motions, classes of ergodic Markov chains and beta distributions
• Use of moments in studies of limit distributions arising from iterated random subdivisions of an interval
• On beta distributed limits of iterated linear random functions
• Choices and intervals
• Interval Partitioning Arising from Size-Biased Picking
• scientific article; zbMATH DE number 4140913 (Why is no real title available?)
• Approximating perpetuities
• scientific article; zbMATH DE number 1850763 (Why is no real title available?)
• Splitting intervals
• Limiting distributions of two random sequences

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