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Theory of Stochastic Processes, 2010, Volume 16(32), Issue 2, Pages 106–119 (Mi thsp79)  

On the asymptotics of moments of linear random recurrences

Alexander Marynych

Faculty of Cybernetics, T. Shevchenko National University of Kiev, 01033 Kiev, Ukraine
References:
Abstract: We propose a new method of analyzing the asymptotics of moments of certain linear random recurrences which is based on the technique of iterative functions. By using the method, we show that the moments of the number of collisions and the absorption time in the Poisson–Dirichlet coalescent behave like the powers of the "log star" function which grows slower than any iteration of the logarithm, and thereby we prove a weak law of large numbers. Finally, we discuss merits and limitations of the method and give several examples related to beta coalescents, recursive algorithms, and random trees.
Keywords: Moments, Poisson–Dirichlet coalescent, linear recurrence.
Bibliographic databases:
Document Type: Article
MSC: Primary 60F05; Secondary 60C05
Language: English
Citation: Alexander Marynych, “On the asymptotics of moments of linear random recurrences”, Theory Stoch. Process., 16(32):2 (2010), 106–119
Citation in format AMSBIB
\Bibitem{Mar10}
\by Alexander Marynych
\paper On the asymptotics of moments of linear random recurrences
\jour Theory Stoch. Process.
\yr 2010
\vol 16(32)
\issue 2
\pages 106--119
\mathnet{http://mi.mathnet.ru/thsp79}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2779988}
\zmath{https://zbmath.org/?q=an:1249.60032}
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  • https://www.mathnet.ru/eng/thsp/v16/i2/p106
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