From infinite urn schemes to decompositions of self-similar Gaussian processes

@inproceedings{Durieu2017FromIU,
  title={From infinite urn schemes to decompositions of self-similar Gaussian processes},
  author={Olivier Durieu and Yizao Wang},
  year={2017}
}
We investigate a special case of infinite urn schemes first considered by Karlin (1967), especially its occupancy and odd-occupancy processes. We first propose a natural randomization of these two processes and their decompositions. We then establish functional central limit theorems, showing that each randomized process and its components converge jointly to a decomposition of a certain self-similar Gaussian process. In particular, the randomized occupancy process and its components converge… CONTINUE READING

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