Infinite-color randomly reinforced urns with dominant colors

DOI10.3150/21-BEJ1452zbMATH Open1504.60037arXiv2106.04307OpenAlexW3171449076MaRDI QIDQ2108475FDOQ2108475

Authors: Hristo Sariev, Sonia Petrone, S. Fortini 

Publication date: 19 December 2022

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We define and prove limit results for a class of dominant P'olya sequences, which are randomly reinforced urn processes with color-specific random weights and unbounded number of possible colors. Under fairly mild assumptions on the expected reinforcement, we show that the predictive and the empirical distributions converge almost surely (a.s.) in total variation to the same random probability measure $ildeP$; moreover, $ildeP(mathcalD)=1$ a.s., where $mathcalD$ denotes the set of dominant colors for which the expected reinforcement is maximum. In the general case, the predictive probabilities and the empirical frequencies of any $delta$-neighborhood of $mathcalD$ converge a.s. to one. That is, although non-dominant colors continue to be regularly observed, their distance to $mathcalD$ converges in probability to zero. We refine the above results with rates of convergence. We further hint potential applications of dominant P'olya sequences in randomized clinical trials and species sampling, and use our central limit results for Bayesian inference.

Full work available at URL: https://arxiv.org/abs/2106.04307

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zbMATH Keywords

Bayesian nonparametricsreinforced processesspecies samplingrandom probability measuresPólya sequences

Mathematics Subject Classification ID

Bayesian inference (62F15) Central limit and other weak theorems (60F05) Combinatorial probability (60C05)

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Cited In (3)

• Asymptotic properties of multicolor randomly reinforced Pólya urns
• Fluctuations of balanced urns with infinitely many colours
• The dominating colour of an infinite Pólya urn model

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