Superexponential decay for the GEM process
Let \(\{U_i\}_{i=1}^\infty\) be a sequence of \([0,1]\) valued i.i.d. random variables with probability density \(p_\theta (x)=\theta x^{\theta -1}\), here \(\theta >0\) is a fixed parameter. The random sequence \(A_1=U_1\), \(A_i=U_i\prod_{j=1}^{i-1}(1-U_j)\), \(i\geq 2\), is defined. Let \(\{X_i\}\) denote the reordered sequence of \(\{A_i\}\): \(X_i=A_j\) for some \(j\) and \(X_{i+1}<X_i\). For \(c>1\) and \(k=1,2,\ldots\) define the probability \(P_{\theta , c,k}\), that at least one of the \(X_1,\ldots ,X_k\) is not among \(A_i\), \(i<ck\). The main result is that \[ \lim_{k\to \infty} {{\log P_{\theta , c,k}}\over {k\log k}}= {-\theta (c-1)} . \]
This page was built for publication: Superexponential decay for the GEM process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4228281)
