English

On the number of empty boxes in the Bernoulli sieve

Probability 2011-04-14 v2

Abstract

The Bernoulli sieve is the infinite "balls-in-boxes" occupancy scheme with random frequencies Pk=W1...Wk1(1Wk)P_k=W_1...W_{k-1}(1-W_k), where (Wk)k\mn(W_k)_{k\in\mn} are independent copies of a random variable WW taking values in (0,1)(0,1). Assuming that the number of balls equals nn, let LnL_n denote the number of empty boxes within the occupancy range. The paper proves that, under a regular variation assumption, LnL_n, properly normalized without centering, weakly converges to a functional of an inverse stable subordinator. Proofs rely upon the observation that (logPk)(\log P_k) is a perturbed random walk. In particular, some results for general perturbed random walks are derived. The other result of the paper states that whenever LnL_n weakly converges (without normalization) the limiting law is mixed Poisson.

Keywords

Cite

@article{arxiv.1104.2299,
  title  = {On the number of empty boxes in the Bernoulli sieve},
  author = {Alexander Iksanov},
  journal= {arXiv preprint arXiv:1104.2299},
  year   = {2011}
}

Comments

Minor corrections to Proposition 5.1 were added