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Limiting behavior of the search cost distribution for the move-to-front rule in the stable case

  • Fabrizio Leisen


  • Antonio Lijoi


  • Christian Paroissin


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    Move-to-front rule is a heuristic updating a list of n items according to requests. Items are required with unknown probabilities (or popularities). The induced Markov chain is known to be ergodic. One main problem is the study of the distribution of the search cost defined as the position of the required item. Here we first establish the link between two recent papers of Barrera and Paroissin and Lijoi and Pruenster that both extend results proved by Kingman on the expected stationary search cost. Combining results contained in these papers, we obtain the limiting behavior for any moments of the stationary seach cost as n tends to infinity.

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    Paper provided by Universidad Carlos III, Departamento de Estadística y Econometría in its series Statistics and Econometrics Working Papers with number ws112922.

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    Date of creation: Jul 2011
    Date of revision:
    Handle: RePEc:cte:wsrepe:ws112922
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