Limit theorems for runs based on 'small spacings'

Abstract

A new concept of runs was proposed in the work of Eryilmaz and Stepanov (2008). A sequence of spacings forms a run if the lengths of these spacings do not exceed epsilon > 0. In that paper, asymptotic properties of such spacings were investigated and statistical criteria proposed. In our present study, we maintain research on runs associated with these spacings. We derive limit theorems for the total number of runs, longest run and propose a statistical criterion. (C) 2010 Elsevier B.V. All rights reserved.