Phases in the two-color tenable zero-balanced Pólya process (Q1933736)

The classical Pólya process is considered in this paper under the assumption that the total number of balls in the urn remains constant throughout the process. Assume that the urn contains \(n\) balls some of which are white whereas the others are blue. The process evolves in rounds where at each round a ball is selected uniformly at random. Thereafter, the ball is put back into the urn. If it were white, then it is returned together with \(U\) white balls and \(V\) blue balls, if it were blue, then it is returned together with \(X\) white balls and \(Y\) blue balls. Of course, one needs a condition that ensures that this process can continue indefinitely, no matter which ``path'' is followed. When this condition is realized, the process is called tenable. \textit{S. Kholfi} and \textit{H. M. Mahmoud} [ibid. 82, No. 1, 49--57 (2012; Zbl 1237.60009); Adv. Appl. Probab. 44, No. 3, 702--728 (2012; Zbl 1269.60008)] have given a characterization for a Pólya processes to be tenable, proving that it must be the case that the parameters \(U, V, X, Y\) are Bernoulli-distributed random variables. The present paper gives a a fairly accurate description of the evolution of such a process and demonstrates its dependence on the parameters of these Bernoulli random variables as well as on the initial distribution of white/blue balls. The main result distinguishes between three phases: a sub-logarithmic phase (the initial steps up to round \(o(\ln n)\)), a logarithmic phase and a super-logarithmic phase. The authors give asymptotic results (as \(n \rightarrow \infty\)) regarding the distribution or the number of white balls in each phase.