Regenerative Compositions in the Case of Slow Variation
Probability
2007-05-23 v1
Abstract
For a subordinator and an independent Poisson process of intensity we are interested in the number of gaps in the range of that are hit by at least one point of . Extending previous studies in \cite{Bernoulli, GPYI, GPYII} we focus on the case when the tail of the L{\'e}vy measure of is slowly varying. We view as the terminal value of a random process , and provide an asymptotic analysis of the fluctuations of , as , for a wide spectrum of situations.
Keywords
Cite
@article{arxiv.math/0505171,
title = {Regenerative Compositions in the Case of Slow Variation},
author = {Andrew D. Barbour and Alexander V. Gnedin},
journal= {arXiv preprint arXiv:math/0505171},
year = {2007}
}