Limit theorems for the number of occupied boxes in the Bernoulli sieve
arXiv:1001.4920
Abstract
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 stick-breaking. We focus on the number of boxes occupied by at least one of balls, as . A variety of limiting distributions for is derived from the properties of associated perturbed random walks. Refining the approach based on the standard renewal theory we remove a moment constraint to cover the cases left open in previous studies.
submitted