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Teoriya Veroyatnostei i ee Primeneniya, 1982, Volume 27, Issue 2, Pages 296–307
(Mi tvp2347)
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This article is cited in 4 scientific papers (total in 4 papers)
Limit theorems for random partitions
S. A. Molčanov, A. Ya. Reznikova Moscow
Abstract:
Let $\xi_1,\dots,\xi_{n-1}$ be a sequence of independent random variables with the common density $p(x)$. The order statistics $\xi_{(1)}<\dots<\xi_{(n-1)}$ define a partition of the interval
$(\underline c,\bar c)=(\inf\operatorname{supp}F_\xi,\sup\operatorname{supp}F_\xi)$. The successive spacings are
$$
I_1=\xi_{(1)}-\underline c,\ I_2=\xi_{(2)}-\xi_{(1)},\dots,\
I_{n-1}=\xi_{(n-1)}-\xi_{(n-2)},\ I_n=\bar c-\xi_{(n-1)}.
$$
The extremal values of these spacings are interesting from the point of view of the spectral theory of random operators. Let $I_{(1)}<I_{(2)}<\dots<I_{(n)}$ be the values $I_1,I_2,\dots,I_n$ arranged in an ascending order.
We prove here some limit theorems for the distribution of extremal spacings under the minimal assumptions on the regularity of $p(x)$. One of the two central results is the following theorem.
Theorem 1. {\it If $p(x)\in L_2(R^1)$, $\displaystyle\lambda=\int_{R^1}p^2(x)\,dx$ then for all $x_1,\dots,x_k>0$
\begin{gather*}
\lim_{n\to\infty}\mathbf P\{n^2I_{(1)}>x_1,\ n^2(I_{(2)}-I_{(1)})>x_2.\dots,n^2(I_{(k)}-I_{(k-1)})>x_k\}=\\
=\operatorname{exp}\{-\lambda(x_1+x_2+\dots+x_k)\}.
\end{gather*}
}
If $\displaystyle\int_{R^1}p^2(x)\,dx=\infty$ the limit distribution of $I_{(1)}$ in general case does not exist.
Received: 26.04.1979
Citation:
S. A. Molčanov, A. Ya. Reznikova, “Limit theorems for random partitions”, Teor. Veroyatnost. i Primenen., 27:2 (1982), 296–307; Theory Probab. Appl., 27:2 (1983), 310–323
Linking options:
https://www.mathnet.ru/eng/tvp2347 https://www.mathnet.ru/eng/tvp/v27/i2/p296
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