Limit Theorems for Some Random Variables Associated with Urn Models
Flatto, L.
Ann. Probab., Tome 10 (1982) no. 4, p. 927-934 / Harvested from Project Euclid
Balls are successively thrown, independently and uniformly, in $n$ given urns. Let $N_{n,m}$ be the number of throws required to obtain at least $m$ balls in each urn. Let $N'_{n,m,r}$ be the number of urns containing exactly $r$ balls upon completion of the $N_{n,m}$th throw, $r \geq m$. We prove that, given $N_{n,m} = \lbrack n \log n + (m - 1)n \log \log n + nx\rbrack, N'_{n,m,r} \sim e^{-x} (\log n)^{r-m+1}/r!$ as $n \rightarrow \infty$ in probability. From this, we derive the following limit law for the joint distribution of $N_{n,1}, \cdots, N_{n,m}: \lim_{n \rightarrow\infty} P(N_{n,i} \leq n \log n + (i - 1)n \log \log n + nx_i; 1 \leq i \leq m) = \prod^m_{i=1} \exp(-(1/(i - 1)!)e^{-x_i})$. This result generalizes earlier work of Erdos and Renyi who obtained the limit law for $N_{n,m}$ as $n \rightarrow \infty$.
Publié le : 1982-11-14
Classification:  Urn model,  limit laws,  asymptotic independence,  60F99,  60C05
@article{1176993714,
     author = {Flatto, L.},
     title = {Limit Theorems for Some Random Variables Associated with Urn Models},
     journal = {Ann. Probab.},
     volume = {10},
     number = {4},
     year = {1982},
     pages = { 927-934},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993714}
}
Flatto, L. Limit Theorems for Some Random Variables Associated with Urn Models. Ann. Probab., Tome 10 (1982) no. 4, pp.  927-934. http://gdmltest.u-ga.fr/item/1176993714/