Two-color balanced affine urn models with multiple drawings

DOI10.1016/J.AAM.2017.04.004MaRDI QIDQ2363307zbMATH OpenOpenAlexFDO

Authors Markus Kuba, Hosam M. Mahmoud

Publication date 13 July 2017

Published in Advances in Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1503.09069

zbMATH Keywords

central limit theoremmartingalerandom structureurn model

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Combinatorial probability (60C05)

Abstract: This is a research endeavor in two parts. We study a class of balanced urn schemes on balls of two colours (say white and black). At each drawing, a sample of size $mge1$ is drawn from the urn, and ball addition rules are applied. We consider these multiple drawings under sampling with or without replacement. We further classify ball addition matrices according to the structure of the expected value into affine and nonaffine classes. We give a necessary and sufficient condition for a scheme to be in the affine subclass. For the affine subclass, we get explicit results for the expected value and second moment of the number of white balls after $n$ steps and an asymptotic expansion of the variance. Moreover, we uncover a martingale structure, amenable to a central limit theorem formulation. This unifies several earlier works focused on special cases of urn models with multiple drawings. The class is parametrized by $Lambda$, specified by the ratio of the two eigenvalues of a "reduced" ball replacement matrix and the sample size. We categorize the class into small-index urns ($Lambda<frac12$), critical-index urns ($Lambda=frac12$), and large-index urns ($Lambda>frac12$), and triangular urns. In the present paper (Part I), we obtain central limit theorems for small- and critical-index urns and prove almost-sure convergence for triangular and large-index urns. In a companion paper (Part II), we discuss the moment structure of large-index urns and triangular urns.

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• Smoothing equations for large Pólya urns

Cited in

(17)

• Degrees in random self-similar bipolar networks
• Random additions in urns of integers
• Multiple drawing multi-colour urns by stochastic approximation
• On martingale tail sums in affine two-color urn models with multiple drawings
• Pólya-type urn models with multiple drawings
• Affine diminishing urns
• Urns with multiple drawings and graph-based interaction
• A Pólya urn model with a continuum of colors
• Applying affine urn models to the global profile of hyperrecursive trees
• Unbalanced multi-drawing urn with random addition matrix
• A self-equilibrium Friedman-like urn via stochastic approximation
• Periodic Pólya urns, the density method and asymptotics of Young tableaux
• Drawing multisets of balls from tenable balanced linear urns
• Exact covariances and refined asymptotics in dichromatic tenable balanced Pólya urn schemes
• Preferential attachment graphs with co-existing types of different fitnesses
• Statistical test for an urn model with random multidrawing and random addition
• An urn model with random multiple drawing and random addition

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