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Related papers: Bernoulli Sieve

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The Bernoulli sieve is a version of the classical balls-in-boxes occupancy scheme, in which random frequencies of infinitely many boxes are produced by a multiplicative random walk, also known as the residual allocation model or…

Probability · Mathematics 2011-04-27 Alexander Gnedin , Alexander Iksanov , Alexander Marynych

Sampling from a random discrete distribution induced by a `stick-breaking' process is considered. Under a moment condition, it is shown that the asymptotics of the sequence of occupancy numbers, and of the small-parts counts (singletons,…

Probability · Mathematics 2008-04-21 Alexander Gnedin , Alex Iksanov , Uwe Roesler

The Bernoulli sieve is a version of the classical `balls-in-boxes' occupancy scheme, in which random frequencies of infinitely many boxes are produced by a multiplicative renewal process, also known as the residual allocation model or…

Probability · Mathematics 2010-01-28 Alexander Gnedin , Alexander Iksanov , Alexander Marynych

The Bernoulli sieve is an infinite occupancy scheme obtained by allocating the points of a uniform $[0,1]$ sample over an infinite collection of intervals made up by successive positions of a multiplicative random walk independent of the…

Probability · Mathematics 2016-09-30 Alexander Iksanov , Wissem Jedidi , Fethi Bouzeffour

The Bernoulli sieve is a random allocation scheme obtained by placing independent points with the uniform [0,1] law into the intervals made up by successive positions of a multiplicative random walk with factors taking values in the…

Probability · Mathematics 2013-04-17 Alexander Iksanov , Alexander Marynych , Vladimir Vatutin

The Bernoulli sieve is the infinite "balls-in-boxes" occupancy scheme with random frequencies $P_k=W_1...W_{k-1}(1-W_k)$, where $(W_k)_{k\in\mn}$ are independent copies of a random variable $W$ taking values in $(0,1)$. Assuming that the…

Probability · Mathematics 2011-04-14 Alexander Iksanov

The Bernoulli sieve is the infinite "balls-in-boxes" occupancy scheme with random frequencies $P_k=W_1... W_{k-1}(1-W_k)$, where $(W_k)_{k\in\mn}$ are independent copies of a random variable $W$ taking values in $(0,1)$. Assuming that the…

Probability · Mathematics 2012-04-19 Alexander Iksanov

The Bernoulli Factory is an algorithm that takes as input a series of i.i.d. Bernoulli random variables with an unknown but fixed success probability $p$, and outputs a corresponding series of Bernoulli random variables with success…

Applications · Statistics 2012-04-18 A. C. Thomas , Jose H. Blanchet

The Bernoulli sieve is the infinite Karlin "balls-in-boxes" scheme with random probabilities of stick-breaking type. Assuming that the number of placed balls equals $n$, we prove several functional limit theorems (FLTs) in the Skorohod…

Probability · Mathematics 2016-01-19 Gerold Alsmeyer , Alexander Iksanov , Alexander Marynych

An iterative randomness extraction algorithm which generalized the Von Neumann's extraction algorithm is detailed, analyzed and implemented in standard C++. Given a sequence of independently and identically distributed biased Bernoulli…

Information Theory · Computer Science 2021-01-08 Claude Gravel

We analyse the asymptotic behaviour of the probability of observing the expected number of successes at each stage of a sequence of nested Bernoulli trials. Our motivation is the attempt to give a genuinely frequentist interpretation to the…

Probability · Mathematics 2015-05-19 Eckhard Schlemm

We consider an occupancy scheme in which "balls" are identified with $n$ points sampled from the standard exponential distribution, while the role of "boxes" is played by the spacings induced by an independent random walk with positive and…

Probability · Mathematics 2009-09-01 Alexander V. Gnedin , Alexander M. Iksanov , Pavlo Negadajlov , Uwe Rösler

A new class of random composition structures (the ordered analog of Kingman's partition structures) is defined by a regenerative description of component sizes. Each regenerative composition structure is represented by a process of random…

Probability · Mathematics 2007-05-23 Alexander Gnedin , Jim Pitman

In this note, we study a class of random subsets of positive integers induced by Bernoulli random variables. We obtain sufficient conditions such that the random set is almost surely lacunary, does not have bounded gaps and contains…

Probability · Mathematics 2020-08-21 Yong Han , Yanqi Qiu , Zipeng Wang

Let $(X_1,X_2,...)$ be a random partition of the unit interval $[0,1]$, i.e. $X_i\geq0$ and $\sum_{i\geq1} X_i=1$, and let $(\varepsilon_1,\varepsilon_2,...)$ be i.i.d. Bernoulli random variables of parameter $p \in (0,1)$. The Bernoulli…

Probability · Mathematics 2020-01-14 Jakob E. Björnberg , Cécile Mailler , Peter Mörters , Daniel Ueltschi

It is shown that a random binary process with impulse-like autocorrelation can be generated by randomizing the length of symbols occurring in a random Bernoulli process. Such randomization is achieved by random (or judiciously designed…

Signal Processing · Electrical Eng. & Systems 2020-06-30 W. J. Szajnowski

A composition of a nonnegative integer (n) is a sequence of positive integers whose sum is (n). A composition is palindromic if it is unchanged when its terms are read in reverse order. We provide a generating function for the number of…

Combinatorics · Mathematics 2007-05-23 Sergey Kitaev , Tyrrell B. McAllister , T. Kyle Petersen

A regenerative composition structure is a sequence of ordered partitions derived from the range of a subordinator by a natural sampling procedure. In this paper, we extend previous studies Barbour and Gnedin (2006), Gnedin, Iksanov and…

Probability · Mathematics 2012-09-04 Alexander Gnedin , Alexander Iksanov

A regenerative random composition of integer $n$ is constructed by allocating $n$ standard exponential points over a countable number of intervals, comprising the complement of the closed range of a subordinator $S$. Assuming that the…

Probability · Mathematics 2020-12-15 Dariusz Buraczewski , Bohdan Dovgay , Alexander Marynych

We consider the asymmetric simple exclusion process (ASEP) on the integers in which the initial density at a site (the probability that it is occupied) is given by a periodic function on the positive integers. (When the function is constant…

Probability · Mathematics 2011-02-23 Craig A. Tracy , Harold Widom
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