English

Asymptotic laws for regenerative compositions: gamma subordinators and the like

Probability 2007-05-23 v1

Abstract

For R~=1exp(R)\widetilde{\cal R} = 1 - \exp(- {\cal R}) a random closed set obtained by exponential transformation of the closed range R{\cal R} of a subordinator, a regenerative composition of generic positive integer nn is defined by recording the sizes of clusters of nn uniform random points as they are separated by the points of R~\widetilde{\cal R}. We focus on the number of parts KnK_n of the composition when R~\widetilde{\cal R} is derived from a gamma subordinator. We prove logarithmic asymptotics of the moments and central limit theorems for KnK_n and other functionals of the composition such as the number of singletons, doubletons, etc. This study complements our previous work on asymptotics of these functionals when the tail of the L\'evy measure is regularly varying at 0+0+.

Keywords

Cite

@article{arxiv.math/0405440,
  title  = {Asymptotic laws for regenerative compositions: gamma subordinators and the like},
  author = {A. Gnedin and J. Pitman and M. Yor},
  journal= {arXiv preprint arXiv:math/0405440},
  year   = {2007}
}