Journal of Applied Probability

Gaps in discrete random samples

Rudolf Grübel and Paweł Hitczenko
Source: J. Appl. Probab. Volume 46, Number 4 (2009), 1038-1051.

Abstract

Let (Xi)i∈ℕ be a sequence of independent and identically distributed random variables with values in the set ℕ0 of nonnegative integers. Motivated by applications in enumerative combinatorics and analysis of algorithms we investigate the number of gaps and the length of the longest gap in the set {X1,...,Xn} of the first n values. We obtain necessary and sufficient conditions in terms of the tail sequence (qk)k∈ℕ0, qk=P(X1k), for the gaps to vanish asymptotically as n→∞: these are ∑k=0 qk+1/qk <∞ and limk→∞qk+1/qk=0 for convergence almost surely and convergence in probability, respectively. We further show that the length of the longest gap tends to ∞ in probability if qk+1/qk→ 1. For the family of geometric distributions, which can be regarded as the borderline case between the light-tailed and the heavy-tailed situations and which is also of particular interest in applications, we study the distribution of the length of the longest gap, using a construction based on the Sukhatme--Rényi representation of exponential order statistics to resolve the asymptotic distributional periodicities.

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Primary Subjects: 60C05
Secondary Subjects: 60F99
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1261670687
Digital Object Identifier: doi:10.1239/jap/1261670687
Mathematical Reviews number (MathSciNet): MR2582705
Zentralblatt MATH identifier: 1187.60005

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2012 © Applied Probability Trust

Journal of Applied Probability

Journal of Applied Probability