{ "id": "2006.10401", "version": "v1", "published": "2020-06-18T10:04:29.000Z", "updated": "2020-06-18T10:04:29.000Z", "title": "Moderate parts in regenerative compositions: the case of regular variation", "authors": [ "Dariusz Buraczewski", "Bohdan Dovgay", "Alexander Marynych" ], "comment": "15 pages, 1 figure", "categories": [ "math.PR" ], "abstract": "A regenerative random composition of integer $n$ is constructed by allocating $n$ standard exponential points over a countable number of intervals, comprising the complement of the closed range of a subordinator $S$. Assuming that the L\\'{e}vy measure of $S$ is infinite and regularly varying at zero of index $-\\alpha$, $\\alpha\\in(0,\\,1)$, we find an explicit threshold $r=r(n)$, such that the number $K_{n,\\,r(n)}$ of blocks of size $r(n)$ converges in distribution without any normalization to a mixed Poisson distribution. The sequence $(r(n))$ turns out to be regularly varying with index $\\alpha/(\\alpha+1)$ and the mixing distribution is that of the exponential functional of $S$. We also discuss asymptotic behavior of $K_{n,\\,w(n)}$ in cases when $w(n)$ diverges but grows slower than $r(n)$. Our findings complement previously known strong laws of large numbers for $K_{n,\\,r}$ in case of a fixed $r\\in\\N$. As a key tool we employ new Abelian theorems for Laplace--Stiletjes transforms of regularly varying functions with the indexes of regular variation diverging to infinity.", "revisions": [ { "version": "v1", "updated": "2020-06-18T10:04:29.000Z" } ], "analyses": { "subjects": [ "60C05", "60F05" ], "keywords": [ "regular variation", "moderate parts", "regenerative compositions", "standard exponential points", "regularly varying" ], "note": { "typesetting": "TeX", "pages": 15, "language": "en", "license": "arXiv", "status": "editable" } } }