Renewals for exponentially increasing lifetimes, with an application to digital search trees

Mathematics – Probability

Scientific paper

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Published at http://dx.doi.org/10.1214/105051606000000862 in the Annals of Applied Probability (http://www.imstat.org/aap/) by

Scientific paper

10.1214/105051606000000862

We show that the number of renewals up to time $t$ exhibits distributional fluctuations as $t\to\infty$ if the underlying lifetimes increase at an exponential rate in a distributional sense. This provides a probabilistic explanation for the asymptotics of insertion depth in random trees generated by a bit-comparison strategy from uniform input; we also obtain a representation for the resulting family of limit laws along subsequences. Our approach can also be used to obtain rates of convergence.

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