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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 renewal process, also known as the residual allocation model or…

概率论 · 数学 2010-01-28 Alexander Gnedin , Alexander Iksanov , Alexander Marynych

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…

概率论 · 数学 2011-04-27 Alexander Gnedin , Alexander Iksanov , Alexander Marynych

Let $(p_k)_{k\in\mathbb{N}}$ be a discrete probability distribution for which the counting function $x\mapsto \#\{k\in\mathbb{N}: p_k\geq 1/x\}$ belongs to the de Haan class $\Pi$. Consider a deterministic weighted branching process…

概率论 · 数学 2021-04-15 Alexander Iksanov , Zakhar Kabluchko , Valeriya Kotelnikova

A nested occupancy scheme in random environment is a generalization of the classical Karlin infinite balls-in-boxes occupancy scheme in random environment (with random probabilities). Unlike the Karlin scheme in which the collection of…

概率论 · 数学 2020-11-25 Alexander Iksanov , Alexander Marynych , Igor Samoilenko

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…

概率论 · 数学 2011-04-14 Alexander Iksanov

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…

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…

概率论 · 数学 2012-04-19 Alexander Iksanov

A nested Karlin's occupancy scheme is a symbiosis of classical Karlin's balls-in-boxes scheme and a weighted branching process. To define it, imagine a deterministic weighted branching process in which weights of the first generation…

概率论 · 数学 2022-03-18 Alexander Iksanov , Valeriya Kotelnikova

We investigate a nested balls-in-boxes scheme in a random environment. The boxes follow a nested hierarchy, with infinitely many boxes in each level, and the hitting probabilities of boxes are random and obtained by iterated fragmentation…

概率论 · 数学 2025-03-21 Oksana Braganets , Alexander Iksanov

A functional central limit theorem is established for weighted occupancy processes of the Karlin model. The weighted occupancy processes take the form of, with $D_{n,j}$ denoting the number of urns with $j$-balls after the first $n$…

概率论 · 数学 2025-04-22 Jaime Garza , Yizao Wang

In the Karlin infinite occupancy scheme, balls are thrown independently into an infinite array of boxes $1$, $2,\ldots$, with probability $p_k$ of hitting the box $k$. For $j,n\in\mathbb{N}$, denote by $\mathcal{K}^*_j(n)$ the number of…

概率论 · 数学 2023-11-21 Alexander Iksanov , Valeriya Kotelnikova

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

概率论 · 数学 2012-10-12 Bojan Basrak , Danijel Krizmanić , Johan Segers

Bernoulli sieve is a recursive construction of a random composition (ordered partition) of integer $n$. This composition can be induced by sampling from a random discrete distribution which has frequencies equal to the sizes of component…

概率论 · 数学 2014-10-01 Alexander Gnedin

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…

概率论 · 数学 2013-04-17 Alexander Iksanov , Alexander Marynych , Vladimir Vatutin

In this paper, we prove functional limit theorems for P\'olya urn processes whose number of draws and initial number of balls tend to infinity together. This is motivated by recent work of Borovkov [5], where they prove a functional limit…

概率论 · 数学 2022-06-13 Christopher B. C. Dean

We investigate a specific infinite urn scheme first considered by Karlin (1967). We prove functional central limit theorems for the total number of urns with at least k balls for different k.

概率论 · 数学 2016-06-28 Mikhail Chebunin , Artyom Kovalevskii

Consider a weighted branching process generated by the lengths of intervals obtained by stick-breaking of unit length (a.k.a. the residual allocation model) and associate with each weight a `box'. Given the weights `balls' are thrown…

概率论 · 数学 2020-11-26 Dariusz Buraczewski , Bohdan Dovgay , Alexander Iksanov

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…

概率论 · 数学 2016-09-30 Alexander Iksanov , Wissem Jedidi , Fethi Bouzeffour

We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…

概率论 · 数学 2020-05-13 Stefan Ankirchner , Thomas Kruse , Mikhail Urusov

We consider an infinite balls-in-boxes occupancy scheme with boxes organised in nested hierarchy, and random probabilities of boxes defined in terms of iterated fragmentation of a unit mass. We obtain a multivariate functional limit theorem…

概率论 · 数学 2018-11-29 Alexander Gnedin , Alexander Iksanov
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