Central Limit Theorems for Infinite Urn Models
Dutko, Michael
Ann. Probab., Tome 17 (1989) no. 4, p. 1255-1263 / Harvested from Project Euclid
An urn model is defined as follows: $n$ balls are independently placed in an infinite set of urns and each ball has probability $p_k > 0$ of being assigned to the $k$th urn. We assume that $p_k \geq p_{k + 1}$ for all $k$ and that $\sum^\infty_{k = 1} p_k = 1$. A random variable $Z_n$ is defined to be the number of occupied urns after $n$ balls have been thrown. The main result is that $Z_n$, when normalized, converges in distribution to the standard normal distribution. Convergence to $N(0, 1)$ holds for all sequences $\{p_k\}$ such that $\lim_{n \rightarrow \infty} \operatorname{Var}Z_{N(n)} = \infty$, where $N(n)$ is a Poisson random variable with mean $n$. This generalizes a result of Karlin.
Publié le : 1989-07-14
Classification:  Central limit theorem,  urn model,  60F05,  60C05
@article{1176991268,
     author = {Dutko, Michael},
     title = {Central Limit Theorems for Infinite Urn Models},
     journal = {Ann. Probab.},
     volume = {17},
     number = {4},
     year = {1989},
     pages = { 1255-1263},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991268}
}
Dutko, Michael. Central Limit Theorems for Infinite Urn Models. Ann. Probab., Tome 17 (1989) no. 4, pp.  1255-1263. http://gdmltest.u-ga.fr/item/1176991268/