Pólya urns with immigration at random times
نویسندگان
چکیده
منابع مشابه
Pólya Urns with Immigration at Random Times
We study the number of white balls in a classical Pólya urn model with the additional feature that, at random times, a black ball is added to the urn. The number of draws between these random times are i.i.d. and, under certain moment conditions on the inter-arrival distribution, we characterize the limiting distribution of the (properly scaled) number of white balls as the number of draws goes...
متن کاملPólya 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 ...
متن کاملA Random Walk with Exponential Travel Times
Consider the random walk among N places with N(N - 1)/2 transports. We attach an exponential random variable Xij to each transport between places Pi and Pj and take these random variables mutually independent. If transports are possible or impossible independently with probability p and 1-p, respectively, then we give a lower bound for the distribution function of the smallest path at point log...
متن کاملSmoothing equations for large Pólya urns 1 May 29 th 2013
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...
متن کاملSmoothing equations for large Pólya urns 1 February 6 th 2013
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...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bernoulli
سال: 2019
ISSN: 1350-7265
DOI: 10.3150/17-bej983