English

Asymptotic laws for compositions derived from transformed subordinators

Probability 2007-05-23 v3

Abstract

A random composition of nn appears when the points of a random closed set R~[0,1]\widetilde{\mathcal{R}}\subset[0,1] are used to separate into blocks nn points sampled from the uniform distribution. We study the number of parts KnK_n of this composition and other related functionals under the assumption that R~=ϕ(S)\widetilde{\mathcal{R}}=\phi(S_{\bullet}), where (St,t0)(S_t,t\geq0) is a subordinator and ϕ:[0,][0,1]\phi:[0,\infty]\to[0,1] is a diffeomorphism. We derive the asymptotics of KnK_n when the L\'{e}vy measure of the subordinator is regularly varying at 0 with positive index. Specializing to the case of exponential function ϕ(x)=1ex\phi(x)=1-e^{-x}, we establish a connection between the asymptotics of KnK_n and the exponential functional of the subordinator.

Keywords

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)

R2 v1 2026-07-22T17:03:44.793Z