June 2013 Pruned discrete random samples
Rudolf Grübel, Paweł Hitczenko
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J. Appl. Probab. 50(2): 542-556 (June 2013). DOI: 10.1239/jap/1371648960

Abstract

Let Xi,i ∈ ℕ, be independent and identically distributed random variables with values in ℕ0. We transform (`prune') the sequence {X1,...,Xn},n∈ ℕ, of discrete random samples into a sequence {0,1,2,...,Yn}, n∈ ℕ, of contiguous random sets by replacing Xn+1 with Yn +1 if Xn+1 >Yn. We consider the asymptotic behaviour of Yn as n→∞. Applications include path growth in digital search trees and the number of tables in Pitman's Chinese restaurant process if the latter is conditioned on its limit value.

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Rudolf Grübel. Paweł Hitczenko. "Pruned discrete random samples." J. Appl. Probab. 50 (2) 542 - 556, June 2013. https://doi.org/10.1239/jap/1371648960

Information

Published: June 2013
First available in Project Euclid: 19 June 2013

zbMATH: 1270.60016
MathSciNet: MR3102499
Digital Object Identifier: 10.1239/jap/1371648960

Subjects:
Primary: 60C05
Secondary: 60F99 , 60J10

Keywords: Chinese restaurant process , digital search trees , geometric distribution , Maxima , tail behaviour

Rights: Copyright © 2013 Applied Probability Trust

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Vol.50 • No. 2 • June 2013
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