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Asymptotic laws for regenerative compositions: gamma subordinators and the like
Authors:Alexander Gnedin  Jim Pitman  Marc Yor
Affiliation:(1) Utrecht University, Utrecht, The Netherlands;(2) University of California, Berkeley, USA;(3) University of Paris VI, France
Abstract:For MediaObjects/s00440-005-0473-0flb1.gif a random closed set obtained by exponential transformation of the closed range MediaObjects/s00440-005-0473-0flb2.gif of a subordinator, a regenerative composition of generic positive integer n is defined by recording the sizes of clusters of n uniform random points as they are separated by the points of MediaObjects/s00440-005-0473-0flb3.gif. We focus on the number of parts Kn of the composition when MediaObjects/s00440-005-0473-0flb3.gif is derived from a gamma subordinator. We prove logarithmic asymptotics of the moments and central limit theorems for Kn and other functionals of the composition such as the number of singletons, doubletons, etc. This study complements our previous work on asymptotics of these functionals when the tail of the Lévy measure is regularly varying at 0+. Research supported in part by N.S.F. Grant DMS-0071448
Keywords:Primary 60G09  60C05
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