The Asymptotic Behavior of Spacings Under Kakutani's Model for Interval Subdivision
Pyke, Ronald
Ann. Probab., Tome 8 (1980) no. 6, p. 157-163 / Harvested from Project Euclid
If $X_1, X_2, \cdots$ are random variables with values in (0, 1), let $D_{n1}, \cdots, D_{n,n+1}$ denote the $n + 1$ spacings given by the first $n$ observations, $X_1, \cdots, X_n$. If $G^\ast_n$ denotes the empirical distribution function of the normalized spacings $\{(n + 1)D_{ni}\}$, it is proved in this paper that under the Kakutani model in which $X_m$ is a uniform random variable over the largest spacing determined by $X_1, \cdots, X_{m-1}$, with probability one $G^\ast_n \rightarrow G$ uniformly, where $G$ is the uniform distribution function on (0, 2). This is in sharp contrast to the known exponential limiting distribution when the $X_i$ are independent uniform random variables on (0, 1).
Publié le : 1980-02-14
Classification:  Kakutani model,  spacings,  normalized spacings,  Glivenko-Cantelli theorem,  empirical distribution function,  60F15,  60K99
@article{1176994832,
     author = {Pyke, Ronald},
     title = {The Asymptotic Behavior of Spacings Under Kakutani's Model for Interval Subdivision},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 157-163},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994832}
}
Pyke, Ronald. The Asymptotic Behavior of Spacings Under Kakutani's Model for Interval Subdivision. Ann. Probab., Tome 8 (1980) no. 6, pp.  157-163. http://gdmltest.u-ga.fr/item/1176994832/