Limit theorems in the extended coupon collector's problem

Abstract

We consider an extended variant of the classical coupon collector's problem with infinite number of collections. An arriving coupon is placed in the $r^{th}$ collection, $r\ge0$, if $r$ is the smallest index such that the corresponding collection still does not have a coupon of this type. We derive distributional limit theorems for the number of empty spots in different collections at the time when the $0^{th}$ collection was completed, as well as after some delay. We also obtain limiting distributions for completion times of different collections. All main results are given in an ultimate infinite-dimensional form in the sense of distributional convergence in $\mathbb R^\infty$. The main tool in the proofs is convergence of specially constructed point processes.