Asymptotic laws for regenerative compositions: gamma subordinators and the like

Details Asymptotic laws for regenerative compositions: gamma subordinators and the like Asymptotic laws for regenerative compositions: gamma subordinators and the like

2004-05-23

arxiv.org/abs/math/0405440v1

Mathematics

Probability

Scientific paper

For $\widetilde{\cal R} = 1 - \exp(- {\cal R})$ a random closed set obtained by exponential transformation of the closed range ${\cal R}$ of a subordinator, a regenerative composition of generic positive integer $n$ is defined by recording the sizes of clusters of $n$ uniform random points as they are separated by the points of $\widetilde{\cal R}$. We focus on the number of parts $K_n$ of the composition when $\widetilde{\cal R}$ is derived from a gamma subordinator. We prove logarithmic asymptotics of the moments and central limit theorems for $K_n$ and other functionals of the composition such as the number of singletons, doubletons, etc. This study complements our previous work on asymptotics of these functionals when the tail of the L\'evy measure is regularly varying at $0+$.

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