The Bernoulli sieve revisited

Abstract

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 nonlattice steps. We discuss the asymptotic behavior of five quantities: the index $K_n^{\ast }$ of the last occupied box, the number $K_n$ of occupied boxes, the number $K_{n,0}$ of empty boxes whose index is at most $K_n^{\ast }$, the index $W_n$ of the first empty box and the number of balls $Z_n$ in the last occupied box. It is shown that the limiting distribution of properly scaled and centered $K_n^{\ast }$ coincides with that of the number of renewals not exceeding $\log n$. A similar result is shown for $K_n$ and $W_n$ under a side condition that prevents occurrence of very small boxes. The condition also ensures that $K_{n,0}$ converges in distribution. Limiting results for $Z_n$ are established under an assumption of regular variation.

Published in at http://dx.doi.org/10.1214/08-AAP592 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

References in corpus (2)

• Notes on the occupancy problem with infinitely many boxes: general asymptotics and power laws
• Asymptotic laws for compositions derived from transformed subordinators