Moderate parts in regenerative compositions: the case of regular variation
Abstract
A regenerative random composition of integer is constructed by allocating standard exponential points over a countable number of intervals, comprising the complement of the closed range of a subordinator . Assuming that the L\'{e}vy measure of is infinite and regularly varying at zero of index , , we find an explicit threshold , such that the number of blocks of size converges in distribution without any normalization to a mixed Poisson distribution. The sequence turns out to be regularly varying with index and the mixing distribution is that of the exponential functional of . The result is derived as a consequence of a general Poisson limit theorem for an infinite occupancy scheme with power-like decay of the frequencies. We also discuss asymptotic behavior of in cases when diverges but grows slower than . Our findings complement previously known strong laws of large numbers for in case of a fixed . As a key tool we employ new Abelian theorems for Laplace--Stiletjes transforms of regularly varying functions with the indexes of regular variation diverging to infinity.
Keywords
Cite
@article{arxiv.2006.10401,
title = {Moderate parts in regenerative compositions: the case of regular variation},
author = {Dariusz Buraczewski and Bohdan Dovgay and Alexander Marynych},
journal= {arXiv preprint arXiv:2006.10401},
year = {2020}
}
Comments
18 pages, 1 figure. Accepted for publication in Journal of Mathematical Analysis and Applications