The Annals of Probability

A Log Log Law for Maximal Uniform Spacings

Luc Devroye

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Abstract

Let $X_1, X_2, \cdots$ be a sequence of independent uniformly distributed random variables on $\lbrack 0, 1\rbrack$ and $K_n$ be the $k$th largest spacing induced by $X_1, \cdots, X_n$. We show that $P(K_n \leq (\log n - \log_3n - \log 2)/n$ i.o.) = 1 where $\log_j$ is the $j$ times iterated logarithm. This settles a question left open in Devroye (1981). Thus, we have $\lim \inf(nK_n - \log n + \log_3n) = -\log 2 \text{almost surely},$ and $\lim \sup(nK_n - \log n)/2 \log_2n = 1/k \text{almost surely}$.

Article information

Source
Ann. Probab., Volume 10, Number 3 (1982), 863-868.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aop/1176993799

Digital Object Identifier
doi:10.1214/aop/1176993799

Mathematical Reviews number (MathSciNet)
MR659558

Zentralblatt MATH identifier
0491.60030

JSTOR
links.jstor.org

Subjects
Primary: 60F15: Strong theorems

Keywords
Law of the iterated logarithm uniform spacings strong laws almost sure convergence order statistics

Citation

Devroye, Luc. A Log Log Law for Maximal Uniform Spacings. Ann. Probab. 10 (1982), no. 3, 863--868. doi:10.1214/aop/1176993799. https://projecteuclid.org/euclid.aop/1176993799


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