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

DOI10.1016/J.SPA.2016.07.007MaRDI QIDQ511140zbMATH OpenOpenAlexFDO

Authors Gerold Alsmeyer, Alexander Marynych, Alexander Iksanov

Publication date 14 February 2017

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

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)

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 $noinfty$.

Recommendations

• Limit theorems for the number of occupied boxes in the Bernoulli sieve
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Cited in

(21)

• Renewal theory for iterated perturbed random walks on a general branching process tree: Early generations
• A functional limit theorem for general shot noise processes
• The collision spectrum of \(\Lambda\)-coalescents
• The Bernoulli sieve: an overview
• On the number of empty boxes in the Bernoulli sieve. II.
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• An aggregated model for Karlin stable processes
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• On the number of empty boxes in the Bernoulli sieve I
• Functional limit theorems for the number of busy servers in a G/G/∞ queue
• A functional limit theorem for random processes with immigration in the case of heavy tails
• Renewal theory for iterated perturbed random walks on a general branching process tree: intermediate generations
• Weak convergence of finite-dimensional distributions of the number of empty boxes in the Bernoulli sieve
• A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve
• Stable fluctuations of iterated perturbed random walks in intermediate generations of a general branching process tree
• Moderate parts in regenerative compositions: the case of regular variation
• Fractionally integrated inverse stable subordinators

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