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

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

Authors: Gerold Alsmeyer, Alexander Marynych, Alexander Iksanov 

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 $K_n^{\ast }(t)$ of boxes containing at most $[n^t]$ balls, $tin[0,1]$, and the random distribution function $K_n^{\ast }(t)/K_n^{\ast }(1)$, as $noinfty$. The limit processes for $K_n^{\ast }(t)$ 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 $K_n^{\ast }(t)/K_n^{\ast }(1)$ 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 $K_n^{\ast }(1)$. 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

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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 (21)

• 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
• An aggregated model for Karlin stable processes
• The Bernoulli sieve: an overview
• Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations
• On the number of empty boxes in the Bernoulli sieve. II.
• 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
• A functional limit theorem for random processes with immigration in the case of heavy tails
• A functional limit theorem for general shot noise processes
• Weak convergence of finite-dimensional distributions of the number of empty boxes in the Bernoulli sieve
• Fractionally integrated inverse stable subordinators
• Late levels of nested occupancy scheme in random environment
• On intermediate levels of a nested occupancy scheme in a random environment generated by stick-breaking II
• On the number of empty boxes in the Bernoulli sieve I
• The collision spectrum of \(\Lambda\)-coalescents
• Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws
• 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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