The diminishing segment process

Gergely Ambrus, Péter Kevei and Viktor Vígh

Statistics & Probability Letters, 2012, vol. 82, issue 1, 191-195

Abstract: Let Ξ0=[−1,1], and define the segments Ξn recursively in the following manner: for every n=0,1,…, let Ξn+1=Ξn∩[an+1−1,an+1+1], where the point an+1 is chosen randomly on the segment Ξn with uniform distribution. For the radius ρn of Ξn, we prove that n(ρn−1/2) converges in distribution to an exponential law, and we show that the centre of the limiting unit interval has arcsine distribution.

Keywords: Arcsine law; Continuous state space Markov chain; Poisson–Dirichlet law; Intersection of convex discs (search for similar items in EconPapers)
Date: 2012
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715211003105
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:82:y:2012:i:1:p:191-195

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2011.09.016

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().