scholarly journals Limit Theorems for the Number of Parts in a Random Weighted Partition

10.37236/693 ◽  
2011 ◽  
Vol 18 (1) ◽  
Author(s):  
Ljuben Mutafchiev

Let $c_{m,n}$ be the number of weighted partitions of the positive integer $n$ with exactly $m$ parts, $1\le m\le n$. For a given sequence $b_k, k\ge 1,$ of part type counts (weights), the bivariate generating function of the numbers $c_{m,n}$ is given by the infinite product $\prod_{k=1}^\infty(1-uz^k)^{-b_k}$. Let $D(s)=\sum_{k=1}^\infty b_k k^{-s}, s=\sigma+iy,$ be the Dirichlet generating series of the weights $b_k$. In this present paper we consider the random variable $\xi_n$ whose distribution is given by $P(\xi_n=m)=c_{m,n}/(\sum_{m=1}^nc_{m,n}), 1\le m\le n$. We find an appropriate normalization for $\xi_n$ and show that its limiting distribution, as $n\to\infty$, depends on properties of the series $D(s)$. In particular, we identify five different limiting distributions depending on different locations of the complex half-plane in which $D(s)$ converges.


2013 ◽  
Vol 22 (3) ◽  
pp. 433-454 ◽  
Author(s):  
LJUBEN MUTAFCHIEV

We consider partitions of the positive integernwhose parts satisfy the following condition. For a given sequence of non-negative numbers {bk}k≥1, a part of sizekappears in exactlybkpossible types. Assuming that a weighted partition is selected uniformly at random from the set of all such partitions, we study the asymptotic behaviour of the largest partXn. LetD(s)=∑k=1∞bkk−s,s=σ+iy, be the Dirichlet generating series of the weightsbk. Under certain fairly general assumptions, Meinardus (1954) obtained the asymptotic of the total number of such partitions asn→∞. Using the Meinardus scheme of conditions, we prove thatXn, appropriately normalized, converges weakly to a random variable having Gumbel distribution (i.e., its distribution function equalse−e−t, −∞<t<∞). This limit theorem extends some known results on particular types of partitions and on the Bose–Einstein model of ideal gas.



1987 ◽  
Vol 24 (04) ◽  
pp. 838-851 ◽  
Author(s):  
W. J. Voorn

Maximum stability of a distribution with respect to a positive integer random variable N is defined by the property that the type of distribution is not changed when considering the maximum value of N independent observations. The logistic distribution is proved to be the only symmetric distribution which is maximum stable with respect to each member of a sequence of positive integer random variables assuming value 1 with probability tending to 1. If a distribution is maximum stable with respect to such a sequence and minimum stable with respect to another, then it must be logistic, loglogistic or ‘backward' loglogistic. The only possible sample size distributions in these cases are geometric.



2015 ◽  
Vol 15 (4) ◽  
Author(s):  
Fabrizio Colombo ◽  
J. Oscar González-Cervantes ◽  
Irene Sabadini

AbstractWe continue the study of Bergman theory for the class of slice regular functions. In the slice regular setting there are two possibilities to introduce the Bergman spaces, that are called of the first and of the second kind. In this paperwe mainly consider the Bergman theory of the second kind, by providing an explicit description of the Bergman kernel in the case of the unit ball and of the half space. In the case of the unit ball, we study the Bergman-Sce transform. We also show that the two Bergman theories can be compared only if suitableweights are taken into account. Finally,we use the Schwarz reflection principle to relate the Bergman kernel with its values on a complex half plane.



1971 ◽  
Vol 3 (02) ◽  
pp. 200-201 ◽  
Author(s):  
Norman C. Severo

Let v be a positive integer and for each k = 1, · · ·, v let m k and N k be a positive and a non-negative integer, respectively. Denote by S'N k ,m k the set of (m k + 1) -tuples r k = (r k ,m k , · · ·, r k,1, r k,0) having non-negative components summing to N k , and by X k (t) = (X k,m k (t), · · ·, X k,1(t), X k ,0(t)) an (m k + 1)-tuple random variable taking on values only from the set S′ N k ,m k .



1972 ◽  
Vol 4 (02) ◽  
pp. 193-232 ◽  
Author(s):  
Harry Kesten

We consider d-dimensional stochastic processes which take values in (R+) d . These processes generalize Galton-Watson branching processes, but the main assumption of branching processes, independence between particles, is dropped. Instead, we assume for some Here τ: (R+) d → R+, |x| = Σ1 d |x(i)| A = {x ∈ (R+) d : |x| = 1} and T: A → A. Under various assumptions on the maps τ and T it is shown that with probability one there exists a ρ &gt; 1, a fixed point p ∈ A of T and a random variable w such that lim n→∞ Z n ρ−n = wp. This result is a generalization of the main limit theorem for super-critical branching processes; note, however, that in the present situation both p and ρ are random as well. The results are applied to a population genetical model for zygotic selection without mutation at one locus.



1983 ◽  
Vol 20 (03) ◽  
pp. 675-688 ◽  
Author(s):  
G. Hooghiemstra

This paper is on conditioned weak limit theorems for imbedded waiting-time processes of an M/G/1 queue. More specifically we study functional limit theorems for the actual waiting-time process conditioned by the event that the number of customers in a busy period exceeds n or equals n. Attention is also paid to the actual waiting-time process with random time index. Combined with the existing literature on the subject this paper gives a complete account of the conditioned limit theorems for the actual waiting-time process of an M/G/1 queue for arbitrary traffic intensity and for a rather general class of service-time distributions. The limit processes that occur are Brownian excursion and meander, while in the case of random time index also the following limit occurs: Brownian excursion divided by an independent and uniform (0, 1) distributed random variable.



1972 ◽  
Vol 4 (3) ◽  
pp. 393-428 ◽  
Author(s):  
Harry Kesten

We consider d-dimensional stochastic processes which take values in (R+)d These processes generalize Galton-Watson branching processes, but the main assumption of branching processes, independence between particles, is dropped. Instead, we assume for some Here τ:(R+)d→R +, |x| = σ1d |x(i)|, A {x ∈(R+)d: |x| 1} and T: A→A. Under various assumptions on the maps τ and T it is shown that with probability one there exists a ρ > 1, a fixed point p ∈ A of T and a random variable w such that limn→∞Zn|ρnwp. This result is a generalization of the main limit theorem for supercritical branching processes; note, however, that in the present situation both ρ and ρ are random as well. The results are applied to a population genetical model for zygotic selection without mutation at one locus.



1982 ◽  
Vol 14 (4) ◽  
pp. 811-832 ◽  
Author(s):  
Simeon M. Berman

Let X(t), , be an Ito diffusion process on the real line. For u > 0 and t > 0, let Lt(u) be the Lebesgue measure of the set . Limit theorems are obtained for (i) the distribution of Lt(u) for u → ∞and fixed t, and (ii) the tail of the distribution of the random variable max[0, t]X(s). The conditions on the process are stated in terms of the drift and diffusion coefficients. These conditions imply the existence of a stationary distribution for the process.



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