Invariance Principles for the Coupon Collector's Problem: A Martingale Approach

Sen, Pranab Kumar

Ann. Statist., Tome 7 (1979) no. 1, p. 372-380 / Harvested from Project Euclid

Résumé

For the coupon collector's problem, invariance principles for the partial sequence of bonus sums after $n$ coupons as well as the waiting times to obtain the bonus sum $t(\geqslant 0)$ are studied through a construction of a triangular array of martingales related to these sequences and verifying the invariance principles for these martingales.

Publié le : 1979-03-14
Classification: Bonus sums, coupon collector's situation, finite-dimensional distributions, Gaussian functions, invariance principles, martingales, tightness, waiting times, 60F05, 60G45, 62D05

@article{1176344620,
     author = {Sen, Pranab Kumar},
     title = {Invariance Principles for the Coupon Collector's Problem: A Martingale Approach},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 372-380},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344620}
}

Sen, Pranab Kumar. Invariance Principles for the Coupon Collector's Problem: A Martingale Approach. Ann. Statist., Tome 7 (1979) no. 1, pp.  372-380. http://gdmltest.u-ga.fr/item/1176344620/