Bernoulli Sieve
Probability
2014-10-01 v1
Abstract
Bernoulli sieve is a recursive construction of a random composition (ordered partition) of integer . This composition can be induced by sampling from a random discrete distribution which has frequencies equal to the sizes of component intervals of a stick-breaking interval partition of . We exploit Markov property of the composition and its renewal representation to derive asymptotics of the moments and to prove a central limit theorem for the number of parts.
Cite
@article{arxiv.math/0303071,
title = {Bernoulli Sieve},
author = {Alexander Gnedin},
journal= {arXiv preprint arXiv:math/0303071},
year = {2014}
}
Comments
16 pages