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arXiv 2412.03450math.PR
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关于由断棍生成的随机环境中嵌套占位方案的中间层:重尾情形

On intermediate levels of nested occupancy scheme in random environment generated by stick-breaking: the case of heavy tails

Oksana Braganets, Alexander Iksanov

AI总结:

本文研究重尾情形下断棍生成的随机环境中嵌套占位方案的中间层,证明经归一化的中间层已占盒子数过程的有限维分布弱收敛于逆稳定从属子的Lebesgue-Stieltjes积分,拓展了此前有限矩情形的相关研究。

摘要:

我们研究了随机环境下的嵌套球-盒方案。盒子遵循嵌套层级结构,每一层都有无穷多个盒子,盒子的击中概率是随机的,通过对单位质量进行迭代碎裂得到。第一层盒子的击中概率由断棍模型给出:对k∈ℕ,P_k = W_1 W_2·…·W_{k-1}(1-W_k),其中W_1, W_2,…是取值于(0,1)的随机变量W的独立副本。第一层的无穷球-盒方案被称为Bernoulli筛(Bernoulli sieve)。我们假设|log W|的均值是无穷的,且|log W|的分布尾在∞处正则变化。记K_n(j)为有n个球时第j层的已占盒子数,并称j为中间层,若当n→∞时j=j_n→∞且对适当的a>0有j_n = o((log n)^a)。我们证明,对于某些中间层j,经适当归一化后的过程(K_n(⌊j_n u⌋))_{u>0}的有限维分布,当n→∞时弱收敛于一条路径意义下的Lebesgue-Stieltjes积分的有限维分布,其中被积函数是指数函数,积分器是逆稳定从属子(inverse stable subordinator)。本文延续了Buraczewski、Dovgay和Iksanov(2020)以及Iksanov、Marynych和Samoilenko(2022)的研究脉络,这两篇文章研究的是|log W|具有有限二阶矩的情形;同时也延续了Iksanov、Marynych和Rashytov(2022)的研究,该文研究的是|log W|具有有限均值但二阶矩无穷的情形。

英文摘要:

We investigate a nested balls-in-boxes scheme in a random environment. The boxes follow a nested hierarchy, with infinitely many boxes in each level, and the hitting probabilities of boxes are random and obtained by iterated fragmentation of a unit mass. The hitting probabilities of the first-level boxes are given by a stick-breaking model $P_k = W_1 W_2\cdot \ldots\cdot W_{k-1}(1- W_k)$ for $k \in \mathbb{N}$, where $W_1$, $W_2,\ldots$ are independent copies of a random variable $W$ taking values in $(0,1)$. The infinite balls-in-boxes scheme in the first level is known as a Bernoulli sieve. We assume that the mean of $|\log W|$ is infinite and the distribution tail of $|\log W|$ is regularly varying at $\infty$. Denote by $K_n(j)$ the number of occupied boxes in the $j$th level provided that there are $n$ balls and call the level $j$ intermediate, if $j = j_n \to \infty$ and $j_n = o((\log n)^a)$ as $n \to \infty$ for appropriate $a>0$. We prove that, for some intermediate levels $j$, finite-dimensional distributions of the process $(K_n(\lfloor j_n u\rfloor))_{u>0}$, properly normalized, converge weakly as $n\to\infty$ to those of a pathwise Lebesgue-Stieltjes integral, with the integrand being an exponential function and the integrator being an inverse stable subordinator. The present paper continues the line of investigation initiated in the articles Buraczewski, Dovgay and Iksanov (2020) and Iksanov, Marynych and Samoilenko (2022) in which the random variable $|\log W|$ has a finite second moment, and Iksanov, Marynych and Rashytov (2022) in which $|\log W|$ has a finite mean and an infinite second moment.

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