Limit theorem for the Robin Hood game

Stat Probab Lett. 2019 Jun:149:9-15. doi: 10.1016/j.spl.2019.01.001. Epub 2019 Jan 25.

Abstract

In its simplest form, the Robin Hood game is described by the following urn scheme: every day the Sheriff of Nottingham puts s balls in an urn. Then Robin chooses r (r < s) balls to remove from the urn. Robin's goal is to remove balls in such a way that none of them are left in the urn indefinitely. Let T n be the random time that is required for Robin to take out all s · n balls put in the urn during the first n days. Our main result is a limit theorem for T n if Robin selects the balls uniformly at random. Namely, we show that the random variable T n · n -s/r converges in law to a Fréchet distribution as n goes to infinity.

Keywords: Fréchet’s distribution; coupon collector problem; extreme order statistics; limit theorems; urn scheme.