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dc.contributor.authorDurieu, Olivier
dc.contributor.authorSamorodnitsky, Gennady
dc.contributor.authorWang, Yizao
dc.date.accessioned2017-10-20T21:20:11Z
dc.date.available2017-10-20T21:20:11Z
dc.date.issued2017
dc.identifier.urihttps://hdl.handle.net/1813/53354
dc.description.abstractWe 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.en_US
dc.description.sponsorshipThe first author would like to thank the hospitality and financial support from Taft Research Center and Department of Mathematical Sciences at University of Cincinnati, for his visits in 2016 and 2017. The second author's research was partially supported by NSF grant DMS-1506783 and the ARO grant W911NF-12-10385 at Cornell University. The third author's research was partially supported by the NSA grants H98230-14-1-0318 and H98230-16-1-0322, the ARO grant W911NF-17-1-0006, and Charles Phelps Taft Research Center at University of Cincinnati.en_US
dc.language.isoen_USen_US
dc.subjectinifinite urn schemeen_US
dc.subjectregular variationen_US
dc.subjectstable processen_US
dc.subjectself-similar processen_US
dc.subjectfunctional central limit theoremen_US
dc.titleFrom infinite urn schemes to self-similar stable processesen_US
dc.typepreprinten_US


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