Strong Limit Theorems for Maximal Spacings from a General Univariate Distribution
Deheuvels, Paul
Ann. Probab., Tome 12 (1984) no. 4, p. 1181-1193 / Harvested from Project Euclid
Let $X_1, X_2, \cdots$ be an i.i.d. sequence of random variables with a continuous density $f$. We consider in this paper the strong limiting behavior as $n \rightarrow \infty$ of the $k$th largest spacing $M^{(n)}_k$ induced by $X_1, \cdots, X_n$ in the sample range. In the case where $f$ is bounded away from zero inside a bounded interval and vanishes outside, we characterize the limiting behaviour of $M^{(n)}_k$ in terms of the local behavior of $f$ in the neighborhood of the point where it reaches its minimum. In the case where the support of $f$ is an unbounded interval, we prove that for any $k \geq 1, M^{(n)}_k \rightarrow 0$ a.s. as $n \rightarrow \infty$ if and only if the distribution of $X_1$ has strongly stable extremes.
Publié le : 1984-11-14
Classification:  Laws of the iterated logarithm,  order statistics,  spacings,  strong laws,  almost sure convergence,  empirical processes,  quantile processes,  60F15
@article{1176993147,
     author = {Deheuvels, Paul},
     title = {Strong Limit Theorems for Maximal Spacings from a General Univariate Distribution},
     journal = {Ann. Probab.},
     volume = {12},
     number = {4},
     year = {1984},
     pages = { 1181-1193},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993147}
}
Deheuvels, Paul. Strong Limit Theorems for Maximal Spacings from a General Univariate Distribution. Ann. Probab., Tome 12 (1984) no. 4, pp.  1181-1193. http://gdmltest.u-ga.fr/item/1176993147/