Asymptotic laws for compositions derived from transformed subordinators
Abstract
A random composition of appears when the points of a random closed set are used to separate into blocks points sampled from the uniform distribution. We study the number of parts of this composition and other related functionals under the assumption that , where is a subordinator and is a diffeomorphism. We derive the asymptotics of when the L\'{e}vy measure of the subordinator is regularly varying at 0 with positive index. Specializing to the case of exponential function , we establish a connection between the asymptotics of and the exponential functional of the subordinator.
Cite
@article{arxiv.math/0403438,
title = {Asymptotic laws for compositions derived from transformed subordinators},
author = {Alexander Gnedin and Jim Pitman and Marc Yor},
journal= {arXiv preprint arXiv:math/0403438},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/009117905000000639 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)