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Invariance principle for numbers of particles in cells of a general allocation scheme
I. Fazekasa, A. N. Chuprunovb a University of Debrecen
b Chuvash State University
Abstract:
Let $\eta_1,\dots\eta_N$ be a generalized allocation scheme of $n$ particles over $N$ cells defined by independent random variables $\xi_1,\dots,\xi_N$ having power series distribution with parameter $\beta$. Denote by $m(\beta)$ and $\sigma^2(\beta)$ an expectation and a variance of $\xi_i$. Let $\beta$ be such that $\frac{n}{N}=m(\beta)$. We consider random processes $X_{n,N}(t)=\sum_{i=1}^{[tN]}\eta_i$ and $Y_{n,N}(t)=n^{-1/2}(X_{n,N}(t)-[tN]\frac{n}{N})$, $0\le t\le 1$. We find conditions under which for $n,N\to\infty$ the random processes $\sigma_{-1}(\beta)\sqrt{\frac{n}{N}}Y_{n,N}$ converge in distribution in the Skhorohod space to a Brounian bridge, and conditions ubder which for fixes $n$ and $N\to\infty$ the random processes $X_{n,N}$ converge in distribution in the Skhorohod space to $nF_n$, where $F_n$ is an empirical process.
Keywords:
invariance principle, generalized allocation scheme, Poisson limit theorem, local limit theorem, empirical process, Brownian bridge.
Received: 12.09.2022
Citation:
I. Fazekas, A. N. Chuprunov, “Invariance principle for numbers of particles in cells of a general allocation scheme”, Diskr. Mat., 35:3 (2023), 81–99
Linking options:
https://www.mathnet.ru/eng/dm1738https://doi.org/10.4213/dm1738 https://www.mathnet.ru/eng/dm/v35/i3/p81
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