机构:
King Saud Univ, Dept Stat & OR, POB 2455, Riyadh 11451, Saudi Arabia
Univ Tunis El Manar, Fac Sci Tunis, Lab Analyse Math & Applicat LR11ES11, Tunis 2092, TunisiaTaras Shevchenko Natl Univ Kyiv, Fac Comp Sci & Cybernet, UA-01601 Kiev, Ukraine
Bernoulli sieve;
Infinite occupancy;
Law of iterated logarithm;
Perturbed random walk;
Renewal theory;
D O I:
10.1016/j.spl.2017.03.017
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
The Bernoulli sieve is an infinite occupancy scheme obtained by allocating the points of a uniform [0, 1] sample over an infinite collection of intervals made up by successive positions of a multiplicative random walk independent of the uniform sample. We prove a law of the iterated logarithm for the number of non-empty (occupied) intervals as the size of the uniform sample becomes large. (C) 2017 Elsevier B.V. All rights reserved.