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A law of the iterated logarithm for the number of blocks in regenerative compositions generated by gamma-like subordinators

Published 12 Jun 2024 in math.PR | (2406.08370v1)

Abstract: The points of the closed range of a drift-free subordinator with no killing are used for separating into blocks the elements of a sample of size $n$ from the standard exponential distribution. This gives rise to a random composition of $n$. Assuming that the subordinator has the L\'{e}vy measure, which behaves near zero like the gamma subordinator, we prove a law of the iterated logarithm for the number of blocks in the composition as $n$ tends to infinity. Along the way we prove a law of the iterated logarithm for the Lebesgue convolution of a standard Brownian motion and a deterministic regularly varying function. This result may be of independent interest.

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