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Regenerative compositions in the case of slow variation

A.D. Barbour and A.V. Gnedin

Stochastic Processes and their Applications, 2006, vol. 116, issue 7, 1012-1047

Abstract: For S a subordinator and [Pi]n an independent Poisson process of intensity we are interested in the number Kn of gaps in the range of S that are hit by at least one point of [Pi]n. Extending previous studies in [A.V. Gnedin, The Bernoulli sieve, Bernoulli 10 (2004) 79-96; A.V. Gnedin, J. Pitman, M. Yor, Asymptotic laws for compositions derived from transformed subordinators, Ann. Probab. 2006 (in press). http://arxiv.org/abs/math.PR/0403438, 2004; A.V. Gnedin, J. Pitman, M. Yor, Asymptotic laws for regenerative compositions: gamma subordinators and the like, Probab. Theory Related Fields (2006)] we focus on the case when the tail of the Lévy measure of S is slowly varying. We view Kn as the terminal value of a random process , and provide an asymptotic analysis of the fluctuations of , as n-->[infinity], for a wide spectrum of situations.

Keywords: Combinatorial; structure; Component; counts; Slow; variation; Subordinator; Compensator; Regenerative; composition; structure (search for similar items in EconPapers)
Date: 2006
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