Laws of the iterated and single logarithm for sums of independent indicators, with applications to the Ginibre point process and Karlin’s occupancy scheme
Dariusz Buraczewski , Alexander Iksanov , Valeriya Kotelnikova
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引用次数: 0
Abstract
We prove a law of the iterated logarithm (LIL) for an infinite sum of independent indicators parameterized by and monotone in as . It is shown that if the expectation and the variance of the sum are comparable, then the normalization in the LIL includes the iterated logarithm of . If the expectation grows faster than the variance, while the ratio remains bounded, then the normalization in the LIL includes the single logarithm of (so that the LIL becomes a law of the single logarithm). Applications of our result are given to the number of points of the infinite Ginibre point process in a disk and the number of occupied boxes and related quantities in Karlin’s occupancy scheme.
期刊介绍:
Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.
Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.