The Limit Behavior of an Interval Splitting Scheme

نویسندگان

  • Luc DEVROYE
  • Gerard LETAC
  • Vanamamalai SESHADRI
چکیده

We split [0,1] in a uniform manner, take the largest of the two intervals thus obtained, split this interval again uniformly, and continue in this fashion ad infinitum. We show that the extremes of this interval converge almost surely to a beta (2,2) random variable.

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تاریخ انتشار 1985