Let X1, X2,..., be i.i.d. random variables, which are uniformly distributed on [0,1]. Further let I1(0) = [0, 1] and let Ik(n) denote the kth largest interval generated by the points 0, X1, X2,..., Xn-1, 1 (or equivalently, the interval corresponding to the kth largest spacing at the nth stage). This note studies the question for which classes of sequences k = k(n), will the interval Ik(n)(n) be hit (a.s.) only finitely often, as well as infinitely often.
- extended Borel-Cantelli lemma
- Interval splitting