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Asymptotic regimes for the occupancy scheme of multiplicative cascades

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  • Bertoin, Jean

Abstract

In the classical occupancy scheme, one considers a fixed discrete probability measure and throws balls independently at random in boxes labeled by , such that pi is the probability that a given ball falls into the box i. In this work, we are interested in asymptotic regimes of this scheme in the situation induced by a refining sequence of random probability measures which arise from some multiplicative cascade. Our motivation comes from the study of the asymptotic behavior of certain fragmentation chains.

Suggested Citation

  • Bertoin, Jean, 2008. "Asymptotic regimes for the occupancy scheme of multiplicative cascades," Stochastic Processes and their Applications, Elsevier, vol. 118(9), pages 1586-1605, September.
    • Handle: RePEc:eee:spapps:v:118:y:2008:i:9:p:1586-1605
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    References listed on IDEAS

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    1. Liu, Quansheng, 2000. "On generalized multiplicative cascades," Stochastic Processes and their Applications, Elsevier, vol. 86(2), pages 263-286, April.
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