  We investigate a special case of infinite urn schemes first considered by
Karlin (1967), especially its occupancy and odd-occupancy processes. We first
propose a natural randomization of these two processes and their
decompositions. We then establish functional central limit theorems, showing
that each randomized process and its components converge jointly to a
decomposition of certain self-similar Gaussian process. In particular, the
randomized occupancy process and its components converge jointly to the
decomposition of a time-changed Brownian motion $\mathbb B(t^\alpha),
\alpha\in(0,1)$, and the randomized odd-occupancy process and its components
converge jointly to a decomposition of fractional Brownian motion with Hurst
index $H\in(0,1/2)$. The decomposition in the latter case is a special case of
the decompositions of bi-fractional Brownian motions recently investigated by
Lei and Nualart (2009). The randomized odd-occupancy process can also be viewed
as correlated random walks, and in particular as a complement to the model
recently introduced by Hammond and Sheffield (2013) as discrete analogues of
fractional Brownian motions.
