A Log Log Law for Maximal Uniform Spacings
Devroye, Luc
Ann. Probab., Tome 10 (1982) no. 4, p. 863-868 / Harvested from Project Euclid
Let $X_1, X_2, \cdots$ be a sequence of independent uniformly distributed random variables on $\lbrack 0, 1\rbrack$ and $K_n$ be the $k$th largest spacing induced by $X_1, \cdots, X_n$. We show that $P(K_n \leq (\log n - \log_3n - \log 2)/n$ i.o.) = 1 where $\log_j$ is the $j$ times iterated logarithm. This settles a question left open in Devroye (1981). Thus, we have $\lim \inf(nK_n - \log n + \log_3n) = -\log 2 \text{almost surely},$ and $\lim \sup(nK_n - \log n)/2 \log_2n = 1/k \text{almost surely}$.
Publié le : 1982-08-14
Classification:  Law of the iterated logarithm,  uniform spacings,  strong laws,  almost sure convergence,  order statistics,  60F15
@article{1176993799,
     author = {Devroye, Luc},
     title = {A Log Log Law for Maximal Uniform Spacings},
     journal = {Ann. Probab.},
     volume = {10},
     number = {4},
     year = {1982},
     pages = { 863-868},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993799}
}
Devroye, Luc. A Log Log Law for Maximal Uniform Spacings. Ann. Probab., Tome 10 (1982) no. 4, pp.  863-868. http://gdmltest.u-ga.fr/item/1176993799/