A certain sequence of statistics based on sample spacings is shown to constitute a martingale. This fact is applied to prove an inequality relating to a process of picking points randomly but not independently.
Publié le : 1975-06-14
Classification:
Martingales,
sample spacings,
total variation,
60G45,
62G30
@article{1176996364,
author = {Kanter, Marek},
title = {Some Martingales Associated with Sample Spacings},
journal = {Ann. Probab.},
volume = {3},
number = {6},
year = {1975},
pages = { 569-572},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996364}
}
Kanter, Marek. Some Martingales Associated with Sample Spacings. Ann. Probab., Tome 3 (1975) no. 6, pp. 569-572. http://gdmltest.u-ga.fr/item/1176996364/