Invariance Principles for the Coupon Collector's Problem: A Martingale Approach.
NORTH CAROLINA UNIV AT CHAPEL HILL INST OF STATISTICS
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For the coupon collectors problem, invariance principles for the partial sequence of bonus sums after n coupons as well as for the waiting times to obtain the bonus sum t are studied through a construction of a triangular array of martingales related to these sequences and verifying the invariance principles for these martingales. This approcah provides simpler and neater proofs than given in Rosen 1969, 1970 and strengthens his convergence of finite dimensional results to those of weak invariance principles. Author
- Statistics and Probability