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Strong laws for exponential order statistics and spacings
Authors:A Astrauskas
Institution:(1) Institute of Mathematics and Informatics, Akademijos 4, LT-08663 Vilnius, Lithuania;(2) Vilnius Gediminas Technical University, Saulėtekio 11, LT-10223 Vilnius, Lithuania
Abstract:We obtain upper and lower almost sure asymptotic bounds for spacings η K, N η K + 1, N , where η 1, N > η 2, N > ⋯ > η N, N are the order statistics of independent exponentially distributed random variables η 1, η 2, ..., η N with mean 1; here N → ∞, and K = 1, 2, ... is fixed. Published in Lietuvos Matematikos Rinkinys, Vol. 46, No. 4, pp. 477–491, October–December, 2006.
Keywords:Kth largest order statistics  exponential spacings  strong laws  laws of iterated logarithm  upper and lower class sequences
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