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scientific article; zbMATH DE number 1222155
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scientific article; zbMATH DE number 1222155 |
Statements
31 August 1999
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Markov-Pólya urn model
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limiting distributions
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decomposable statistics
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0.88972557
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0.8745457
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0.8661159
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The authors consider the Markov-Pólya urn model. It is defined as follows. An urn contains a given number of balls of \(N\) different colors. The balls are drawn one at a time successively and independently of each other with equal probabilities. After each draw the ball drawn is replaced by \(c+1\) balls of the same color. The drawing process stops when the frequencies of \(k\) unspecified colors attain some given random levels. Let \(\eta_j\) denote the frequency of balls of \(j\)th color at the stopping time, \(j= 1,2,\dots, n\), and let \(g\) denote a given deterministic function of integer argument. The authors study limiting distributions of decomposable statistics of the form \(L_{Nk}= \sum^N_{j=1} g(\eta_j)\) as \(N\to\infty\) and \(k= k(N)\). For the entire collection see [Zbl 0895.00041].
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