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ЖУРНАЛЫ // Сибирские электронные математические известия // Архив

Сиб. электрон. матем. изв., 2023, том 20, выпуск 2, страницы 913–922 (Mi semr1618)

Теория вероятностей и математическая статистика

Limit theorems for forward and backward processes of numbers of non-empty urns in infinite urn schemes

M. G. Chebuninab, A. P. Kovalevskiicd

a Karlsruhe Institute of Technology, Institute of Stochastics, 76131, Karlsruhe, Germany
b Novosibirsk State University, Pirogova str., 1, 630090, Novosibirsk, Russia
c Sobolev Institute of Mathematics, Koptyuga pr., 4, Novosibirsk State University, Pirogova str., 1, 630090, Novosibirsk, Russia
d Novosibirsk State Technical University, K. Marksa ave., 20, 630073, Novosibirsk, Russia

Аннотация: We study the joint asymptotics of forward and backward processes of numbers of non-empty urns in an infinite urn scheme. The probabilities of balls hitting the urns are assumed to satisfy the conditions of regular decrease. We prove weak convergence to a two-dimensional Gaussian process. Its covariance function depends only on exponent of regular decrease of probabilities. We obtain parameter estimates that have a normal asymototics for its joint distribution together with forward and backward processes. We use these estimates to construct statistical tests for the homogeneity of the urn scheme on the number of thrown balls.

Ключевые слова: Zipf's law, weak convergence, Gaussian process, statistical test.

УДК: 519.233

MSC: 62F03

Поступила 1 ноября 2022 г., опубликована 12 ноября 2023 г.

DOI: 10.33048/semi.2023.20.055



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