On the number of empty boxes in the Bernoulli sieve II

Alexander Iksanov

Stochastic Processes and their Applications, 2012, vol. 122, issue 7, 2701-2729

Abstract: The Bernoulli sieve is the infinite “balls-in-boxes” occupancy scheme with random frequencies Pk=W1⋯Wk−1(1−Wk), where (Wk)k∈N are independent copies of a random variable W taking values in (0,1). Assuming that the number of balls equals n, let Ln denote the number of empty boxes within the occupancy range. In this paper, we investigate convergence in distribution of Ln in the two cases which remained open after the previous studies. In particular, provided that E|logW|=E|log(1−W)|=∞ and that the law of W assigns comparable masses to the neighborhoods of 0 and 1, it is shown that Ln weakly converges to a geometric law. This result is derived as a corollary to a more general assertion concerning the number of zero decrements of nonincreasing Markov chains. In the case that E|logW|<∞ and E|log(1−W)|=∞, we derive several further possible modes of convergence in distribution of Ln. It turns out that the class of possible limiting laws for Ln, properly normalized and centered, includes normal laws and spectrally negative stable laws with finite mean. While investigating the second problem, we develop some general results concerning the weak convergence of renewal shot-noise processes. This allows us to answer a question asked by Mikosch and Resnick (2006) [18].

Keywords: Bernoulli sieve; Continuous mapping theorem; Convergence in distribution; Depoissonization; Infinite occupancy scheme; Renewal shot-noise process (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spa.2012.04.010

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