Journal of Applied Probability

Large deviations principle for occupancy problems with colored balls

Paul Dupuis, Carl Nuzman, and Phil Whiting

Source: J. Appl. Probab. Volume 44, Number 1 (2007), 115-141.

Abstract

A large deviations principle (LDP), demonstrated for occupancy problems with indistinguishable balls, is generalized to the case in which balls are distinguished by a finite number of colors. The colors of the balls are chosen independently from the occupancy process itself. There are r balls thrown into n urns with the probability of a ball entering a given urn being 1/n (i.e. Maxwell-Boltzmann statistics). The LDP applies with the scale parameter, n, tending to infinity and r increasing proportionally. The LDP holds under mild restrictions, the key one being that the coloring process by itself satisfies an LDP. This includes the important special cases of deterministic coloring patterns and colors chosen with fixed probabilities independently for each ball.

Primary Subjects: 60F10
Secondary Subjects: 05A16
Keywords: Occupancy model; coloring process; Maxwell-Boltzmann statistics; sample path large deviations principle; circuit-switched network; population estimation; optical packet switching

Full-text: Access denied (no subscription detected)

We're sorry, but we are unable to provide you with the full text of this article because we are not able to identify you as a subscriber.
If you have a personal subscription to this journal, then please login. If you are already logged in, then you may need to update your profile to register your subscription. Read more about accessing full-text
Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.jap/1175267167
Digital Object Identifier: doi:10.1239/jap/1175267167
Mathematical Reviews number (MathSciNet): MR2312991

References

Bailey, N. T. J. (1951). On estimating the size of mobile populations from recapture data. Biometrika 38, 293--306.
Boucheron, S., Gamboa, F. and Leonard C. (2002). Bins and balls: large deviations of the empirical occupancy process. Ann. Appl. Prob. 2, 1--30.
Mathematical Reviews (MathSciNet): MR1910642
Digital Object Identifier: doi:10.1214/aoap/1026915618
Project Euclid: euclid.aoap/1026915618
Chao, A. (2001). An overview of closed capture--recapture models. J. Agricultural Biol. Environ. Statist. 6, 158--175.
Dupuis, P. and Ellis, R. S. (1997). A Weak Convergence Approach to Large Deviations. John Wiley, New York.
Mathematical Reviews (MathSciNet): MR1431744
Zentralblatt MATH: 0904.60001
Dupuis, P., Ellis, R. S. and Weiss, A. (1991). Large deviations for Markov processes with discontinuous statistics. I. General upper bounds. Ann. Prob. 19, 1280--1297.
Mathematical Reviews (MathSciNet): MR1112416
Digital Object Identifier: doi:10.1214/aop/1176990344
Project Euclid: euclid.aop/1176990344
Dupuis, P., Nuzman, C. and Whiting, P. (2003). Occupancy models and circuit switched networks with blocking. In Proc. 41st Annual Allerton Conf. Commun. Control Comput. (September 2003), University of Illinois Press, Champaign, IL.
Dupuis, P., Nuzman, C. and Whiting, P. (2004). Large deviation asymptotics for occupancy problems. Ann. Prob. 32, 2765--2818.
Mathematical Reviews (MathSciNet): MR2078557
Digital Object Identifier: doi:10.1214/009117904000000135
Project Euclid: euclid.aop/1091813630
Eramo, V., Listanti, M., Nuzman, C. and Whiting, P. (2002). Optical switch dimensioning and the classical occupancy problem. Internat. J. Commun. 15, 127--141.
Finkelstein, M., Tucker, H. G. and Veeh, J. A. (1998). Confidence intervals for the number of unseen types. Statist. Prob. Lett. 37, 423--430.
Mathematical Reviews (MathSciNet): MR1624435
Graham, C. and O'Connell, N. (2002). Large deviations at equilibrium for a large star-shaped loss network. Ann. Appl. Prob. 2, 1807--1856.
Johnson, N. L. and Kotz, S. (1977). Urn Models and Their Application. John Wiley, New York.
Mathematical Reviews (MathSciNet): MR488211
Zentralblatt MATH: 0352.60001
Kelly, F. P. and Ziedins, I. (1989). Blocking in star networks. Adv. Appl. Prob. 21, 804--830.
Mathematical Reviews (MathSciNet): MR1039629
Digital Object Identifier: doi:10.2307/1427768
Kotz, S. and Balakrishnan, N. (1997). Advances in urn models during the past two decades. In Advances in Combinatorial Methods and Applications to Probability and Statistics, ed. N. Balakrishnan, Birkhäuser, Boston, MA, pp. 203--257.
Mathematical Reviews (MathSciNet): MR1456736
Zentralblatt MATH: 0888.60014
Seber, G. A. F. (1982). The Estimation of Animal Abundance and Related Parameters, 2nd edn. Macmillan, New York.
Mathematical Reviews (MathSciNet): MR686755
Vander Wiel, S. A. and Votta, L. G. (1993). Assessing software designs using capture-recapture methods. IEEE Trans. Software Eng. 19, 1045--1054.
Whitt, W. (1985). Blocking when service is required from several facilities simultaneously. AT&T Tech. J. 64, 1807--1856.
Mathematical Reviews (MathSciNet): MR812939

2009 © Applied Probability Trust