Actuarial seminar : Prof. Andrii Ilienko (University of Bern)

Small-scale asymptotic structure of ordered uniform k-spacings

Abstract:  Uniform spacings are the distances between uniformly distributed points on the unit interval: 1-spacings correspond to adjacent points, while k-spacings are the distances between points separated by k − 1 others. I will present an apparently novel concept of local Poisson approximation for k-spacings, which provides detailed insights into their asymptotic behavior across the entire range of their possible lengths, including both extreme and moderate ones. The general results obtained using this approach are broad and encompass both classical and more recent findings, offering a unified framework for analyzing the asymptotic properties of k-spacings.

Seminar organized by Prof. E. Hashorva

• Sur le campus
• Conférence