Bifurcations in the coupon collector's problem for two special discrete renewal processes and related aspects of the loss mass problem (Q6540485)

Motivated by the coupon collector's problem and the loss mass problem, the author considers occupation statistics for two discrete-time renewal processes. The first has geometrically distributed inter-renewal times, and the second has inter-renewal times with a two-point distribution. In each case, the author derives asymptotics for the distribution of the time of full occupation of the underlying space. In the geometric case, the author also establishes asymptotics for the probability that the next trajectory of the renewal process is distinct from all previous trajectories, and central limit theorems for some corresponding occupation statistics. The proofs make use of a Poissonization argument in which a Poisson-distributed number of experiments is considered.