English

Extremes and gaps in sampling from a GEM random discrete distribution

Probability 2017-01-24 v1

Abstract

We show that in a sample of size nn from a GEM(0,θ)(0,\theta) random discrete distribution, the gaps Gi:n:=Xni+1:nXni:nG_{i:n}:= X_{n-i+1:n} - X_{n-i:n} between order statistics X1:nXn:nX_{1:n} \le \cdots \le X_{n:n} of the sample, with the convention Gn:n:=X1:n1G_{n:n} := X_{1:n} - 1, are distributed like the first nn terms of an infinite sequence of independent geometric(i/(i+θ))(i/(i+\theta)) variables GiG_i. This extends a known result for the minimum X1:nX_{1:n} to other gaps in the range of the sample, and implies that the maximum Xn:nX_{n:n} has the distribution of 1+i=1nGi1 + \sum_{i=1}^n G_i, hence the known result that Xn:nX_{n:n} grows like θlog(n)\theta\log(n) as nn\to\infty, with an asymptotically normal distribution. Other consequences include most known formulas for the exact distributions of GEM(0,θ)(0,\theta) sampling statistics, including the Ewens and Donnelly--Tavar\'e sampling formulas. For the two-parameter GEM(α,θ)(\alpha,\theta) distribution we show that the maximal value grows like a random multiple of nα/(1α)n^{\alpha/(1-\alpha)} and find the limit distribution of the multiplier.

Keywords

Cite

@article{arxiv.1701.06294,
  title  = {Extremes and gaps in sampling from a GEM random discrete distribution},
  author = {Jim Pitman and Yuri Yakubovich},
  journal= {arXiv preprint arXiv:1701.06294},
  year   = {2017}
}

Comments

This is an extended version of arXiv:1609.01601

R2 v1 2026-06-22T17:56:51.283Z