Open Access
April 2010 The limiting move-to-front search-cost in law of large numbers asymptotic regimes
Javiera Barrera, Joaquín Fontbona
Ann. Appl. Probab. 20(2): 722-752 (April 2010). DOI: 10.1214/09-AAP635

Abstract

We explicitly compute the limiting transient distribution of the search-cost in the move-to-front Markov chain when the number of objects tends to infinity, for general families of deterministic or random request rates. Our techniques are based on a “law of large numbers for random partitions,” a scaling limit that allows us to exactly compute limiting expectation of empirical functionals of the request probabilities of objects. In particular, we show that the limiting search-cost can be split at an explicit deterministic threshold into one random variable in equilibrium, and a second one related to the initial ordering of the list. Our results ensure the stability of the limiting search-cost under general perturbations of the request probabilities. We provide the description of the limiting transient behavior in several examples where only the stationary regime is known, and discuss the range of validity of our scaling limit.

Citation

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Javiera Barrera. Joaquín Fontbona. "The limiting move-to-front search-cost in law of large numbers asymptotic regimes." Ann. Appl. Probab. 20 (2) 722 - 752, April 2010. https://doi.org/10.1214/09-AAP635

Information

Published: April 2010
First available in Project Euclid: 9 March 2010

zbMATH: 1204.60005
MathSciNet: MR2650047
Digital Object Identifier: 10.1214/09-AAP635

Subjects:
Primary: 60B10 , 68W40
Secondary: 68P10

Keywords: Law of Large Numbers , Move-to-front rule , propagation of chaos , search-cost

Rights: Copyright © 2010 Institute of Mathematical Statistics

Vol.20 • No. 2 • April 2010
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