Asymptotic Normality of Sum-Functions of Spacings
Holst, Lars
Ann. Probab., Tome 7 (1979) no. 6, p. 1066-1072 / Harvested from Project Euclid
Take $n$ points at random on a circle of unit circumference and order them clockwise. Let $S^{(m)}_0,\cdots, S^{(m)}_{n-1}$ be the $m$th order spacings, i.e., the clockwise arc-lengths between every pair of points with $m - 1$ points between. Ordinary spacings correspond to the case $m = 1$. A central limit theorem is proved for $Z_n = \sum^{n-1}_{k=0}h(nS_k,\cdots, nS_{k+m-1})$, where $h$ is a given function. Using this, asymptotic distributions of central order statistics and sums of the logarithms of $m$th order spacings are derived.
Publié le : 1979-12-14
Classification:  Spacings,  order statistics,  uniform distribution,  limit theorems,  60F05,  62E20
@article{1176994901,
     author = {Holst, Lars},
     title = {Asymptotic Normality of Sum-Functions of Spacings},
     journal = {Ann. Probab.},
     volume = {7},
     number = {6},
     year = {1979},
     pages = { 1066-1072},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994901}
}
Holst, Lars. Asymptotic Normality of Sum-Functions of Spacings. Ann. Probab., Tome 7 (1979) no. 6, pp.  1066-1072. http://gdmltest.u-ga.fr/item/1176994901/