On the Variance of the Number of Occupied Boxes

We consider the occupancy problem where balls are thrown independently at infinitely many boxes with fixed positive frequencies. It is well known that the random number of boxes occupied by the first n balls is asymptotically normal if its variance Vn tends to infinity. In this work, we mainly focus on the opposite case where Vn is bounded, and derive a simple necessary and sufficient condition for convergence of Vn to a finite limit, thus settling a long-standing question raised by Karlin in the seminal paper of 1967. One striking consequence of our result is that the possible limit may only be a positive integer number. Some new conditions for other types of behavior of the variance, like boundedness or convergence to infinity, are also obtained. The proofs are based on the poissonization techniques.