Functional limit theorems for the number of occupied boxes in the Bernoulli sieve

DOI10.1016/J.SPA.2016.07.007zbMATH Open1366.60069arXiv1601.04274OpenAlexW2396950417MaRDI QIDQ511140FDOQ511140

Alexander Iksanov, Alexander Marynych, Gerold Alsmeyer

Publication date: 14 February 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: The Bernoulli sieve is the infinite Karlin "balls-in-boxes" scheme with random probabilities of stick-breaking type. Assuming that the number of placed balls equals $n$, we prove several functional limit theorems (FLTs) in the Skorohod space $D[0,1]$ endowed with the $J_1$- or $M_1$-topology for the number $K_n^{*}(t)$ of boxes containing at most $[n^t]$ balls, $tin[0,1]$, and the random distribution function $K_n^{*}(t)/K_n^{*}(1)$, as $noinfty$. The limit processes for $K_n^{*}(t)$ are of the form $(X(1)-X((1-t)-){)}_{tin[0,1]}$, where $X$ is either a Brownian motion, a spectrally negative stable L'evy process, or an inverse stable subordinator. The small values probabilities for the stick-breaking factor determine which of the alternatives occurs. If the logarithm of this factor is integrable, the limit process for $K_n^{*}(t)/K_n^{*}(1)$ is a L'evy bridge. Our approach relies upon two novel ingredients and particularly enables us to dispense with a Poissonization-de-Poissonization step which has been an essential component in all the previous studies of $K_n^{*}(1)$. First, for any Karlin occupancy scheme with deterministic probabilities $(p_k{)}_{kge1}$, we obtain an approximation, uniformly in $tin[0,1]$, of the number of boxes with at most $[n^t]$ balls by a counting function defined in terms of $(p_k{)}_{kge1}$. Second, we prove several FLTs for the number of visits to the interval $[0,nt]$ by a perturbed random walk, as $noinfty$.

Full work available at URL: https://arxiv.org/abs/1601.04274

zbMATH Keywords

renewal theoryBernoulli sieveinfinite urn modelperturbed random walk

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Combinatorial probability (60C05)

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Cited In (18)

• From infinite urn schemes to self-similar stable processes
• On intermediate levels of nested occupancy scheme in random environment generated by stick-breaking I
• A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve
• Moderate parts in regenerative compositions: the case of regular variation
• Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations
• Functional limit theorems for the number of busy servers in a G/G/∞ queue
• Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations
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• A functional limit theorem for general shot noise processes
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• On nested infinite occupancy scheme in random environment
• Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree
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