L^·AGENDA

Actuarial Science Seminar: On nested infinite occupancy scheme in random environment

Alexander Gnedin, Queen Mary University of London

We consider an infinite balls-in-boxes occupancy scheme with boxes organised in nested hierarchy, and random probabilities of boxes defined in terms of iterated fragmentation of a unit mass. We obtain a multivariate functional limit theorem for the cumulative occupancy counts as the number of balls approaches infinity. In the case of fragmentation driven by a homogeneous residual allocation model our result generalises the functional central limit theorem for the block counts in Ewens' and more general regenerative partitions. (joint work with Alexander Iksanov, Nat. T. Shevchenko University of  Kiev)

• Economie
• Recherche
• Sur le campus