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On the weak limit law of the maximal uniform k-spacing (1508.00944v1)

Published 5 Aug 2015 in math.PR

Abstract: This paper gives a simple proof of a limit theorem for the lenght of the largest interval straddling a fixed number of i.i.d. points uniformly disributed on a unit interval. The key step in our argument is a classical theorem of Watson (1954) on the maxima of m-dependent stationary stochastic sequences.

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