Local limit theorems for finite and infinite urn models



The Annals of Probability

Local limit theorems for finite and infinite urn models

Hsien-Kuei Hwang and Svante Janson

Source: Ann. Probab. Volume 36, Number 3 (2008), 992-1022.

Abstract

Local limit theorems are derived for the number of occupied urns in general finite and infinite urn models under the minimum condition that the variance tends to infinity. Our results represent an optimal improvement over previous ones for normal approximation.

Primary Subjects: 60F05, 60C05
Keywords: Occupancy problems; random allocations; local limit theorem

Full-text: Access denied (no subscription detected)

We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber.
If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text
Alternatively, the document is available for a cost of $15. Select the "buy article" button below to purchase this document from a secured VeriSign, Inc. site.
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1207749088
Digital Object Identifier: doi:10.1214/07-AOP350

References

[1] Aldous, D. (1989). Probability Approximations via the Poisson Clumping Heuristic. Springer, New York.
Mathematical Reviews (MathSciNet): MR969362
Zentralblatt MATH: 0679.60013
[2] Bahadur, R. R. (1960). On the number of distinct values in a large sample from an infinite discrete distribution. Proc. Nat. Inst. Sci. India Part A 26 supplement II 67–75.
Mathematical Reviews (MathSciNet): MR137256
[3] Barbour, A., Holst, L. and Janson, S. (1992). Poisson Approximation. Oxford Univ. Press.
Mathematical Reviews (MathSciNet): MR1163825
[4] Berndt, B. C. (1985). Ramanujans Notebooks. Part I. Springer, New York.
Mathematical Reviews (MathSciNet): MR781125
Zentralblatt MATH: 0555.10001
[5] Bogachev, L. V., Gnedin, A. V. and Yakubovich, Yu. V. (2006). On the variance of the number of occupied boxes. Available at arXiv:math/0609498v1.
Mathematical Reviews (MathSciNet): MR2412154
Digital Object Identifier: doi:10.1016/j.aam.2007.05.002
[6] Chistyakov, V. P. (1967). Discrete limit distributions in the problem of balls falling in cells with arbitrary probabilities. Mat. Zametki 1 9–16 (in Russian); translated as Math. Notes 1 6–11.
[7] Darling, D. A. (1967). Some limit theorems associated with multinomial trials. Proc. Fifth Berkeley Sympos. Math. Statist. Probab. (Berkeley, CA, 1965/66) II. Contributions to Probability Theory, Part 1 345–350. Univ. California Press, Berkeley, CA.
Mathematical Reviews (MathSciNet): MR216547
Zentralblatt MATH: 0201.50801
[8] Dutko, M. (1989). Central limit theorems for infinite urn models. Ann. Probab. 17 1255–1263.
Mathematical Reviews (MathSciNet): MR1009456
Digital Object Identifier: doi:10.1214/aop/1176991268
Project Euclid: euclid.aop/1176991268
[9] Englund, G. (1981). A remainder term estimate for the normal approximation in classical occupancy. Ann. Probab. 9 684–692.
Mathematical Reviews (MathSciNet): MR624696
Digital Object Identifier: doi:10.1214/aop/1176994376
Project Euclid: euclid.aop/1176994376
[10] Flajolet, P., Gardy, D. and Thimonier, L. (1992). Birthday paradox, coupon collectors, caching algorithms and self-organizing search. Discrete Appl. Math. 39 207–229.
Mathematical Reviews (MathSciNet): MR1189469
Digital Object Identifier: doi:10.1016/0166-218X(92)90177-C
[11] Gnedin, A., Hansen, B. and Pitman, J. (2007). Notes on the occupancy problem with infinitely many boxes: General asymptotics and power laws. Probab. Surveys 4 146–171.
Mathematical Reviews (MathSciNet): MR2318403
Digital Object Identifier: doi:10.1214/07-PS092
Project Euclid: euclid.ps/1180728778
[12] Gnedin, A., Pitman, J. and Yor, M. (2006). Asymptotic laws for compositions derived from transformed subordinators. Ann. Probab. 34 468–492.
Mathematical Reviews (MathSciNet): MR2223948
Digital Object Identifier: doi:10.1214/009117905000000639
Project Euclid: euclid.aop/1147179979
[13] Hitczenko, P. and Louchard, G. (2001). Distinctness of compositions of an integer: A probabilistic analysis. Random Structures Algorithms 19 407–437.
Mathematical Reviews (MathSciNet): MR1871561
[14] Hodges, J. L. Jr. and Le Cam, L. (1960). The Poisson approximation to the Poisson binomial distribution. Ann. Math. Statist. 31 737–740.
Mathematical Reviews (MathSciNet): MR117812
Digital Object Identifier: doi:10.1214/aoms/1177705799
Project Euclid: euclid.aoms/1177705799
[15] Holst, L. (1971). Limit theorems for some occupancy and sequential occupancy problems. Ann. Math. Statist. 42 1671–1680.
Mathematical Reviews (MathSciNet): MR343347
Digital Object Identifier: doi:10.1214/aoms/1177693165
Project Euclid: euclid.aoms/1177693165
[16] Hwang, H.-K. and Yeh, Y.-N. (1997). Measures of distinctness for random partitions and compositions of an integer. Adv. in Appl. Math. 19 378–414.
Mathematical Reviews (MathSciNet): MR1469312
Digital Object Identifier: doi:10.1006/aama.1997.0555
[17] Jacquet, P. and Szpankowski, W. (1998). Analytical depoissonization and its applications. Theoret. Comput. Sci. 201 1–62.
Mathematical Reviews (MathSciNet): MR1625392
Digital Object Identifier: doi:10.1016/S0304-3975(97)00167-9
[18] Janson, S. (2006). Rounding of continuous random variables and oscillatory asymptotics. Ann. Probab. 34 1807–1826.
Mathematical Reviews (MathSciNet): MR2271483
Digital Object Identifier: doi:10.1214/009117906000000232
Project Euclid: euclid.aop/1163517225
[19] Johnson, N. L. and Kotz S. (1977). Urn Models and Their Application. An Approach to Modern Discrete Probability Theory. Wiley, New York.
Mathematical Reviews (MathSciNet): MR488211
Zentralblatt MATH: 0352.60001
[20] Karlin, S. (1967). Central limit theorems for certain infinite urn schemes. J. Math. Mech. 17 373–401.
Mathematical Reviews (MathSciNet): MR216548
Zentralblatt MATH: 0154.43701
[21] Kesten, H. (1968). Review of Darling. Some limit theorems associated with multinomial trials. Math. Reviews 35 #7378.
[22] Kolchin, V. F. (1967). Uniform local limit theorems in the classical ball problem for a case with varying lattices. Theory Probab. Appl. 12 57–67.
[23] Kolchin, V. F., Sevast’yanov, B. A. and Chistyakov, V. P. (1976). Random Allocations. Nauka, Moscow. (In Russian.) English translation published by V. H. Winston & Sons, Washington, DC (1978).
Mathematical Reviews (MathSciNet): MR471016
[24] Kotz, S. and Balakrishnan, N. (1997). Advances in urn models during the past two decades. In Advances in Combinatorial Methods and Applications to Probability and Statistics 203–257. Birkhäuser, Boston, MA.
Mathematical Reviews (MathSciNet): MR1456736
Zentralblatt MATH: 0888.60014
[25] Le Cam, L. (1960). An approximation theorem for the Poisson binomial distribution. Pacific J. Math. 10 1181–1197.
Mathematical Reviews (MathSciNet): MR142174
Project Euclid: euclid.pjm/1103038058
[26] Prodinger, H. (2004). Periodic oscillations in the analysis of algorithms. J. Iranian Stat. Soc. 3 251–270.
[27] Quine, M. P. and Robinson, J. (1982). A Berry–Esseen bound for an occupancy problem. Ann. Probab. 10 663–671.
Mathematical Reviews (MathSciNet): MR659536
Digital Object Identifier: doi:10.1214/aop/1176993775
Project Euclid: euclid.aop/1176993775
[28] Rais, B., Jacquet, P. and Szpankowski, W. (1993). Limiting distribution for the depth in PATRICIA tries. SIAM J. Discrete Math. 6 197–213.
Mathematical Reviews (MathSciNet): MR1215228
Digital Object Identifier: doi:10.1137/0406016
[29] Rényi, A. (1962). Three new proofs and a generalization of a theorem of Irving Weiss. Magyar Tud. Akad. Mat. Kutató Int. Közl. 7 203–214; also in Selected Papers of Alfréd Rényi III 1962–1970 (1976) (P. Turán, ed.) 195–213. Akadémiai Kiadó, Budapest.
[30] Sevast’yanov, B. A. and Chistyakov, V. P. (1964). Asymptotic normality in the classical ball problem. Theory Probab. Appl. 9 198–211; see also Letter to the Editors, ibid., 513–514.

2008 © Institute of Mathematical Statistics