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Tytuł artykułu

Asymptotic behavior of some random splitting schemes

Wybrane pełne teksty z tego czasopisma
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Języki publikacji
EN
Abstrakty
EN
We consider three new schemes of random splitting of a unit interval.These schemes are related to settings considered earlier in literature. Essentially we are concerned with asymptotic behavior of sequences of subdivisions. In all three cases almost sure or weak limits are obtained for a sequence of points of divisions. The two of the schemes considered are dual to each other in the sense of the contraction principle of Chamayou and Letac [2].
Rocznik
Strony
181--191
Opis fizyczny
Biblogr. 15 poz.
Twórcy
  • Faculty of Mathematics and Information Sciences, Warsaw University of Technology, 00-661 Warszawa, Poland
  • Faculty of Mathematics and Information Sciences, Warsaw University of Technology, 00-661 Warszawa, Poland
Bibliografia
  • [1] L. Breiman, Probability, Addison-Wesley, Reading, 1968.
  • [2] J.-F. Chamayou and G. Letac, Explicit stationary distributions for compositions of random functions and products of random matrices, J. Theoret. Probab. 4 (1991), pp. 3-36.
  • [3] R. Chen, R. Goodman and A. Zame, On the limiting distribution of two random sequences, J. Multivariate Anal. 14 (1984), pp. 221-230.
  • [4] R. Chen, E. Lin and A. Zame, Another arc sine law, Sankhyä A 43 (1981), pp. 371-373.
  • [5] L. Devroye, G. Letac and V. Seshadri, The limit behavior of an interval splitting scheme, Statist. Probab. Lett. 4 (1986), pp. 183-186.
  • [6] P. Diaconis and D. Freedm an, Iterated random functions, SIAM Rev. 41 (1999), pp. 45-76.
  • [7] S. Kakutani, A problem of equidistribution on the unit interval [0, 1], Lecture Notes in Math. 541 Springer, Berlin 1975, pp. 369-376.
  • [8] D. P. Kennedy, A note on stochastic search methods for global optimization, Adv. in Appl. Probab. 20 (1988), pp. 476-478,
  • [9] G. Letac and M. Scarsini, Random nested tetrahedra, Adv. in Appl. Probab. 30 (1998), pp. 619-627.
  • [10] D. Mannion, The volume of a tetrahedron whose vertices are chosen at random in the interior of a parent tetrahedron, Adv. in Appl. Probab. 26 (1994), pp. 577-596.
  • [11] R. Pyke, The asymptotic behavior of spacing under Kakutani’s model for interval subdivision, Ann. Probab. 8 (1980), pp. 157-163.
  • [12] J. Stoyanov and C. Pirinsky, Random motions, classes of ergodic Markov chains and beta distributions, Statist. Probab. Lett. 50 (2000), pp. 293-304.
  • [13] J. R. van Dorp and S. Kotz, A viable alternative to the beta distribution, preprint, November 2000.
  • [14] J. R. van Dorp and S. Kotz, The two sided power distribution as an extension of the triangular distribution in risk analysis, preprint, December 2000.
  • [15] W. van Zwet, A proof of Kakutani’s conjecture on random subdivision of longest intervals, Ann. Probab. 6 (1978), pp. 133-137.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-2c78ca05-b7d2-4666-a40b-481a64c0faa9
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