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Actuarial Science Seminar: On nested infinite occupancy scheme in random environment
Alexander Gnedin, Queen Mary University of London
Thursday 21 February 2019 (11h00 - 12h00) - Extranef - 109
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)
Published 12 February 2019
HEC-DSA
HEC-DSA