Mean and variance of balanced Pólya urns
نویسندگان
چکیده
منابع مشابه
Pólya Urns Via the Contraction Method
We propose an approach to analyze the asymptotic behavior of Pólya urns based on the contraction method. For this a combinatorial discrete time embedding of the evolution of the composition of the urn into random rooted trees is used. A decomposition of the trees leads to a system of recursive distributional equations which capture the distributions of the numbers of balls of each color. Ideas ...
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Consider a balanced non triangular two-color Pólya-Eggenberger urn process, assumed to be large which means that the ratio σ of the replacement matrix eigenvalues satisfies 1/2 < σ < 1. The composition vector of both discrete time and continuous time models admits a drift which is carried by the principal direction of the replacement matrix. In the second principal direction, this random vector...
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2020
ISSN: 0001-8678,1475-6064
DOI: 10.1017/apr.2020.38