A two-table theorem for a disordered Chinese restaurant process

We investigate a disordered variant of Pitman’s Chinese restaurant process where tables carry i.i.d. weights. Incoming customers choose to sit at an occupied table with a probability proportional to the product of its occupancy and its weight, or they sit at an unoccupied table with a probability proportional to a parameter θ > 0. This is a system out of equilibrium where the proportion of customers at any given table converges to zero almost surely. We show that for weight distributions in any of the three extreme value classes, Weibull, Gumbel or Fréchet, the proportion of customers sitting at the largest table converges to one in probability, but not almost surely, and the proportion of customers sitting at either of the largest two tables converges to one almost surely.