Iksanov, Alexander - In: Stochastic Processes and their Applications 122 (2012) 7, pp. 2701-2729
The Bernoulli sieve is the infinite “balls-in-boxes” occupancy scheme with random frequencies Pk=W1⋯Wk−1(1−Wk), where (Wk)k∈N are independent copies of a random variable W taking values in (0,1). Assuming that the number of balls equals n, let Ln denote the number of empty boxes...