Refined asymptotics for the composition of cyclic urns

DOI10.1214/18-EJP243MaRDI QIDQ1722011zbMATH OpenFDO

Authors Noela Müller, Ralph Neininger

Publication date 14 February 2019

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1612.08930, https://projecteuclid.org/euclid.ejp/1543028707

zbMATH Keywords

weak convergenceprobability metriccyclic groupperiodicitiesZolotarev metricCLT analoguecyclic urnPólya urn

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Strong limit theorems (60F15) Combinatorial probability (60C05)

Abstract: A cyclic urn is an urn model for balls of types $0,ldots,m-1$. The urn starts at time zero with an initial configuration. Then, in each time step, first a ball is drawn from the urn uniformly and independently from the past. If its type is $j$, it is then returned to the urn together with a new ball of type $j+1modm$. The case $m=2$ is the well-known Friedman urn. The composition vector, i.e., the vector of the numbers of balls of each type after $n$ steps is, after normalization, known to be asymptotically normal for $2lemle6$. For $mge7$ the normalized composition vector is known not to converge. However, there is an almost sure approximation by a periodic random vector. In the present paper the asymptotic fluctuations around this periodic random vector are identified. We show that these fluctuations are asymptotically normal for all $7lemle12$. For $mge13$ we also find asymptotically normal fluctuations when normalizing in a more refined way. These fluctuations are of maximal dimension $m-1$ only when $6$ does not divide $m$. For $m$ being a multiple of $6$ the fluctuations are supported by a two-dimensional subspace.

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Cited in

(1)

• The CLT analogue for cyclic urns

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