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A poisson limit law for a generalized birthday problem

โœ Scribed by Norbert Henze


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
176 KB
Volume
39
Category
Article
ISSN
0167-7152

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โœฆ Synopsis


Balls are placed sequentially at random into n cells. Write T,(~ ) for the number of balls needed until for the mth time a ball is placed into a cell already containing e-1 balls, where m/> 1 and c >_-2 are fixed integers. For fixed t >0, let X,,c denote the number of cells containing at least c balls after the placement of k, = [n l-lIe, t] balls, It is shown that, as n--+ 2, the limit distribution of X,,c is Poisson with parameter tC/c! As a consequence, the limit law of nl-C(T( ))C/c! is a Gamma distribution.


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โœ Stuart Coles; Francesco Pauli ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 95 KB

It is well known that conventional extreme value limit laws break down for the Poisson distribution: no normalization can be found to avoid degeneracy of the limit law of sample maxima. Anderson et al. (Ann. Appl. Probab. 7 (1997) 953) tackled this problem with a triangular array argument, letting b