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arxiv: 1609.09238 · v1 · pith:7F5LBMF3new · submitted 2016-09-29 · 🧮 math.PR

A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve

classification 🧮 math.PR
keywords sampleuniformbernoulliinfiniteintervalsiteratedlogarithmnumber
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The Bernoulli sieve is an infinite occupancy scheme obtained by allocating the points of a uniform $[0,1]$ sample over an infinite collection of intervals made up by successive positions of a multiplicative random walk independent of the uniform sample. We prove a law of the iterated logarithm for the number of non-empty (occupied) intervals as the size of the uniform sample becomes large.

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