Asymptotics of the rising moments for the coupon collector's problem

Abstract

We develop techniques of computing the asymptotics of the moments of the number $T_N$ of coupons that a collector has to buy in order to find all $N$ existing different coupons as $N\rightarrow \infty.$ The probabilities (occurring frequencies) of the coupons can be quite arbitrary. After mentioning the case where the coupon probabilities are equal we consider the general case (of unequal probabilities). For a large class of distributions (after adopting a dichotomy) we arrive at the leading behavior of the moments of $T_N$ as $N\rightarrow \infty.$ We also present various illustrative examples.