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

Author

Listed:
  • Fabrizio Leisen

    (Universidad Carlos III de Madrid)

  • Antonio Lijoi

    (Department of Economics and Quantitative Methods, University of Pavia, and Collegio Carlo Alberto)

  • Christian Paroissin

    (Universit´e de Pau et des Pays de l’Adour)

Abstract

Move-to-front rule is a heuristic updating a list of n items according to requests. Items are required with unknown probabilities (or ppopularities). The induced Markov chain is known to be ergodic [4]. 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 [3, 8] that both extend results proved by Kingman [7] 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.

Suggested Citation

  • Fabrizio Leisen & Antonio Lijoi & Christian Paroissin, 2010. "Limiting behavior of the search cost distribution for the move-to-front rule in the stable case," Quaderni di Dipartimento 113, University of Pavia, Department of Economics and Quantitative Methods.
    • Handle: RePEc:pav:wpaper:113
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