A leader-election procedure using records

Citation
Alsmeyer, Gerold et al., A leader-election procedure using records, Annals of probability (Online) , 45(6B), 2017, pp. 4348-4388
ISSN journal
2168894X
Volume
45
Issue
6B
Year of publication
2017
Pages
4348 - 4388
Database
ACNP
SICI code
Abstract
Motivated by the open problem of finding the asymptotic distributional behavior of the number of collisions in a Poisson.Dirichlet coalescent, the following version of a stochastic leader-election algorithm is studied. Consider an infinite family of persons, labeled by 1,2,3,., who generate i.i.d. random numbers from an arbitrary continuous distribution. Those persons who have generated a record value, that is, a value larger than the values of all previous persons, stay in the game, all others must leave. The remaining persons are relabeled by 1,2,3,. maintaining their order in the first round, and the election procedure is repeated independently from the past and indefinitely. We prove limit theorems for a number of relevant functionals for this procedure, notably the number of rounds T(M) until all persons among 1,.,M, except the first one, have left (as M..). For example, we show that the sequence (T(M).log.M)M.N, where log. denotes the iterated logarithm, is tight, and study its weak subsequential limits. We further provide an appropriate and apparently new kind of normalization (based on tetrations) such that the original labels of persons who stay in the game until round n converge (as n..) to some random non-Poissonian point process and study its properties. The results are applied to describe all subsequential distributional limits for the number of collisions in the Poisson.Dirichlet coalescent, thus providing a complete answer to the open problem mentioned above.