Infinite-color randomly reinforced urns with dominant colors

DOI10.3150/21-BEJ1452MaRDI QIDQ2108475zbMATH OpenOpenAlexFDO

Authors Hristo Sariev, Sonia Petrone, S. Fortini

Publication date 19 December 2022

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.04307, https://projecteuclid.org/journals/bernoulli/volume-29/issue-1/Infinite-color-randomly-reinforced-urns-with-dominant-colors/10.3150/21-BEJ1452.full

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)

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.

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Cited in

(3)

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

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