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Regenerative compositions in the case of slow variation

Author

Listed:
  • Barbour, A.D.
  • Gnedin, A.V.

Abstract

For S a subordinator and [Pi]n an independent Poisson process of intensity we are interested in the number Kn of gaps in the range of S that are hit by at least one point of [Pi]n. Extending previous studies in [A.V. Gnedin, The Bernoulli sieve, Bernoulli 10 (2004) 79-96; A.V. Gnedin, J. Pitman, M. Yor, Asymptotic laws for compositions derived from transformed subordinators, Ann. Probab. 2006 (in press). http://arxiv.org/abs/math.PR/0403438, 2004; A.V. Gnedin, J. Pitman, M. Yor, Asymptotic laws for regenerative compositions: gamma subordinators and the like, Probab. Theory Related Fields (2006)] we focus on the case when the tail of the Lévy measure of S is slowly varying. We view Kn as the terminal value of a random process , and provide an asymptotic analysis of the fluctuations of , as n-->[infinity], for a wide spectrum of situations.

Suggested Citation

  • Barbour, A.D. & Gnedin, A.V., 2006. "Regenerative compositions in the case of slow variation," Stochastic Processes and their Applications, Elsevier, vol. 116(7), pages 1012-1047, July.
    • Handle: RePEc:eee:spapps:v:116:y:2006:i:7:p:1012-1047
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