A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve

Abstract

The Bernoulli sieve is an infinite occupancy scheme obtained by allocating the points of a uniform [0,1] sample over an infinite collection of intervals made up by successive positions of a multiplicative random walk independent of the uniform sample. We prove a law of the iterated logarithm for the number of non-empty (occupied) intervals as the size of the uniform sample becomes large.

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