Functional central limit theorems for certain statistics in an infinite urn scheme

DOI10.1016/J.SPL.2016.08.019MaRDI QIDQ334080zbMATH OpenOpenAlexFDO

Authors Mikhail Chebunin, Artyom Kovalevskii

Publication date 31 October 2016

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1606.08044

zbMATH Keywords

slow variationrelative compactnessinfinite urn scheme

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Combinatorial probability (60C05)

Abstract: We investigate a specific infinite urn scheme first considered by Karlin (1967). We prove functional central limit theorems for the total number of urns with at least k balls for different k.

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• Central limit theorems for infinite urn models
• Divergence rates for the number of rare numbers
• Estimation of parameters of probabilistic models which is based on the number of different elements in a sample
• From infinite urn schemes to decompositions of self-similar Gaussian processes
• Local limit theorems for finite and infinite urn models
• Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws
• Rare numbers
• Small counts in the infinite occupancy scheme

Cited in

(13)

• Asymptotically normal estimators for Zipf's law
• A functional limit theorem for nested Karlin's occupancy scheme generated by discrete Weibull-like distributions
• On the accuracy of the poissonisation in the infinite occupancy scheme
• Limit theorems for forward and backward processes of numbers of non-empty urns in infinite urn schemes
• Local limit theorems for finite and infinite urn models
• On nested infinite occupancy scheme in random environment
• Small counts in nested Karlin's occupancy scheme generated by discrete Weibull-like distributions
• A central limit property under a modified Ehrenfest urn design
• Intersections of Zipf random sets: maximal weighted relevance
• Central limit theorems for infinite urn models
• Functional central limit theorems for occupancies and missing mass process in infinite urn models
• A statistical test for the Zipf's law by deviations from the Heaps' law
• Functional central limit theorem in an infinite urn scheme for distributions with superheavy tails

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