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This article is cited in 4 scientific papers (total in 4 papers)
Short Communications
Limit distribution of a number of coinciding intervals
N. V. Klykova M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Abstract:
Let $X_1,\dots,X_T$ be independent random variables uniformly distributed on the set $\{1,\dots,N\}$, let $X_{(1)},\dots,X_{(2)}\le\dots\le X_{(T)}$ be their order statistics and $\zeta(T,N)$ be a number of pairs $(i,j)$, $1\le i<j\le T-1$, such that $X_{(i+1)}-X_{(i)}=X_{(j+1)}-X_{(j)}$. We give a full proof of the convergence theorem of the distribution $\zeta(T,N)$ to the Poisson distribution with parameter $\lambda$ for $T,N\to\infty$, $T^3/4N\to\lambda$. Heuristic proof of this statement was given in [D. Aldous, Probability Approximation via the Poisson Clumping Heuristic, Springer-Verlag, Berlin, Heidelberg, 1989].
Keywords:
birthday problem, set of order statistics, spacings.
Received: 12.03.2001
Citation:
N. V. Klykova, “Limit distribution of a number of coinciding intervals”, Teor. Veroyatnost. i Primenen., 47:1 (2002), 147–152; Theory Probab. Appl., 47:1 (2003), 151–156
Linking options:
https://www.mathnet.ru/eng/tvp3069https://doi.org/10.4213/tvp3069 https://www.mathnet.ru/eng/tvp/v47/i1/p147
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