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Probability theory and mathematical statistics
Limit theorems for forward and backward processes of numbers of non-empty urns in infinite urn schemes
M. G. Chebuninab, A. P. Kovalevskiicd a Karlsruhe Institute of Technology, Institute of Stochastics, 76131, Karlsruhe, Germany
b Novosibirsk State University, Pirogova str., 1, 630090, Novosibirsk, Russia
c Sobolev Institute of Mathematics, Koptyuga pr., 4, Novosibirsk State University, Pirogova str., 1, 630090, Novosibirsk, Russia
d Novosibirsk State Technical University, K. Marksa ave., 20, 630073, Novosibirsk, Russia
Abstract:
We study the joint asymptotics of forward and backward processes of numbers of non-empty urns in an infinite urn scheme. The probabilities of balls hitting the urns are assumed to satisfy the conditions of regular decrease. We prove weak convergence to a two-dimensional Gaussian process. Its covariance function depends only on exponent of regular decrease of probabilities. We obtain parameter estimates that have a normal asymototics for its joint distribution together with forward and backward processes. We use these estimates to construct statistical tests for the homogeneity of the urn scheme on the number of thrown balls.
Keywords:
Zipf's law, weak convergence, Gaussian process, statistical test.
Received November 1, 2022, published November 12, 2023
Citation:
M. G. Chebunin, A. P. Kovalevskii, “Limit theorems for forward and backward processes of numbers of non-empty urns in infinite urn schemes”, Sib. Èlektron. Mat. Izv., 20:2 (2023), 913–922
Linking options:
https://www.mathnet.ru/eng/semr1618 https://www.mathnet.ru/eng/semr/v20/i2/p913
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Abstract page: | 49 | Full-text PDF : | 14 | References: | 14 |
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