A Study of the Suprenewal Process

Wen-Jang Huang ； Chia-Ling Lai

《Journal of Data Science》 8卷2期 (2010/04) Pp. 213-234

https://doi.org/10.6339/JDS.2010.08(2).602

並列摘要

The classical coupon collector's problem is concerned with the number of purchases in order to have a complete collection, assuming that on each purchase a consumer can obtain a randomly chosen coupon. For most real situations, a consumer may not just get exactly one coupon on each purchase. Motivated by the classical coupon collector's problem, in this work, we study the so-called suprenewal process. Let {Xi, i ≥ 1} be a sequence of independent and identically distributed random variables, Sn = Σ(subscript i=1)^n Xi, n ≥ 1, S0 = 0. For every t ≥ 0, define Qt = inf{n | n ≥ 0, Sn ≥ t}. For the classical coupon collector's problem, Qt denotes the minimal number of purchases, such that the total number of coupons that the consumer has owned is greater than or equal to t, t ≥ 0. First the process {Qt, t ≥ 0} and the renewal process {Nt, t ≥ 0}, where Nt = sup{n | n ≥ 0, Sn ≤ t}, generated by the same sequence {Xi, i ≥ 1} are compared. Next some fundamental and interesting properties of {Qt, t ≥ 0} are provided. Finally limiting and some other related results are obtained for the process {Qt, t ≥ 0}.

並列關鍵字

Coupon collector's problem ； geometric distribution ； negative binomial distribution ； renewal process ； sample path ； suprenewal process