Weighing the ``heaviest Polya urn

DOI10.1016/J.ORL.2014.06.012MaRDI QIDQ1785263zbMATH OpenOpenAlexFDO

Authors Jeremy K.-P. Chen

Publication date 28 September 2018

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1402.3127

zbMATH Keywords

limit distributionherd behaviorPolya urnproportional preferential attachment

Mathematics Subject Classification ID

Combinatorial probability (60C05) Probabilistic games; gambling (91A60)

Abstract: In the classical Polya urn problem, one begins with $d$ bins, each containing one ball. Additional balls arrive one at a time, and the probability that an arriving ball is placed in a given bin is proportional to $m^{g}amma$, where $m$ is the number of balls in that bin. In this note, we consider the case of $gamma=1$, which corresponds to a process of "proportional preferential attachment" and is a critical point with respect to the limit distribution of the fraction of balls in each bin. It is well known that for $gamma<1$ the fraction of balls in the "heaviest" bin (the bin with the most balls) tends to $1/d$, and for $gamma>1$ the fraction of balls in the "heaviest" bin tends to $1$. To partially fill in the gap for $gamma=1$, we characterize the limit distribution of the fraction of balls in the "heaviest" bin for $gamma=1$ by providing explicit analytical expressions for all its moments.

Recommendations

• Generalizations of Polya's urn problem
• Maximal Percentages in Pólya's Urn
• The Power of Choice in a Generalized Pólya Urn Model
• Limit distributions for large Pólya urns
• scientific article; zbMATH DE number 54564

Cites work

• scientific article; zbMATH DE number 3548141 (Why is no real title available?)
• A survey of random processes with reinforcement
• Generalizations of Polya's urn problem
• Polya Urn Models

Cited in

(3)

• Further properties of a random graph with duplications and deletions
• On the distribution of maximal percentages in Pólya's urn
• The Power of Choice in a Generalized Pólya Urn Model

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