Asymptotic laws for compositions derived from transformed subordinators
Gnedin, Alexander ; Pitman, Jim ; Yor, Marc
Ann. Probab., Tome 34 (2006) no. 1, p. 468-492 / Harvested from Project Euclid
A random composition of n appears when the points of a random closed set ℛ̃⊂[0,1] are used to separate into blocks n points sampled from the uniform distribution. We study the number of parts Kn of this composition and other related functionals under the assumption that ℛ̃=ϕ(S), where (St,t≥0) is a subordinator and ϕ:[0,∞]→[0,1] is a diffeomorphism. We derive the asymptotics of Kn when the Lévy measure of the subordinator is regularly varying at 0 with positive index. Specializing to the case of exponential function ϕ(x)=1−e−x, we establish a connection between the asymptotics of Kn and the exponential functional of the subordinator.
Publié le : 2006-03-14
Classification:  Composition structure,  regenerative set,  sampling formulae,  regular variation,  60G09,  60C05
@article{1147179979,
     author = {Gnedin, Alexander and Pitman, Jim and Yor, Marc},
     title = {Asymptotic laws for compositions derived from transformed subordinators},
     journal = {Ann. Probab.},
     volume = {34},
     number = {1},
     year = {2006},
     pages = { 468-492},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1147179979}
}
Gnedin, Alexander; Pitman, Jim; Yor, Marc. Asymptotic laws for compositions derived from transformed subordinators. Ann. Probab., Tome 34 (2006) no. 1, pp.  468-492. http://gdmltest.u-ga.fr/item/1147179979/