English

Moderate parts in regenerative compositions: the case of regular variation

Probability 2020-12-15 v2

Abstract

A regenerative random composition of integer nn is constructed by allocating nn standard exponential points over a countable number of intervals, comprising the complement of the closed range of a subordinator SS. Assuming that the L\'{e}vy measure of SS is infinite and regularly varying at zero of index α-\alpha, α(0,1)\alpha\in(0,\,1), we find an explicit threshold r=r(n)r=r(n), such that the number Kn,r(n)K_{n,\,r(n)} of blocks of size r(n)r(n) converges in distribution without any normalization to a mixed Poisson distribution. The sequence (r(n))(r(n)) turns out to be regularly varying with index α/(α+1)\alpha/(\alpha+1) and the mixing distribution is that of the exponential functional of SS. 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 Kn,w(n)K_{n,\,w(n)} in cases when w(n)w(n) diverges but grows slower than r(n)r(n). Our findings complement previously known strong laws of large numbers for Kn,rK_{n,\,r} in case of a fixed rNr\in\mathbb{N}. 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