JavaScript is disabled for your browser. Some features of this site may not work without it.
Use of eCommons for rapid dissemination of COVID-19 research
In order to maximize the discoverability of COVID-19 research, and to conform with repository best practices and the requirements of publishers and research funders, we provide special guidance for COVID-19 submissions.
From infinite urn schemes to self-similar stable processes
Abstract
We investigate the randomized Karlin model with parameter beta in (0,1), which is based on an infinite urn scheme. It has been shown before that when the randomization is bounded, the so-called odd-occupancy process scales to a fractional Brownian motion with Hurst index beta/2 in (0,1/2). We show here that when the randomization is heavy-tailed with index alpha in (0,2), then the odd-occupancy process scales to a
(beta/alpha)-self-similar symmetric alpha-stable process with stationary increments.
Date Issued
2017Subject
inifinite urn scheme; regular variation; stable process; self-similar process; functional central limit theorem
Type
preprint