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Asymptotics of the overflow in urn models

Published 16 May 2019 in math.PR | (1905.06663v1)

Abstract: Consider a number, finite or not, of urns each with fixed capacity $r$ and balls randomly distributed among them. An overflow is the number of balls that are assigned to urns that already contain $r$ balls. When $r=1$, using analytic methods, Hwang and Janson gave conditions under which the overflow (which in this case is just the number of balls landing in non--empty urns) has an asymptotically Poisson distribution as the number of balls grows to infinity. Our aim here is to systematically study the asymptotics of the overflow in general situation, i.~e. for arbitrary $r$. In particular, we provide sufficient conditions for both Poissonian and normal asymptotics for general $r$, thus extending Hwang--Janson's work. Our approach relies on purely probabilistic methods.

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