Random replacements in Pólya urns with infinitely many colours

DOI10.1214/19-ECP226MaRDI QIDQ2631818zbMATH OpenOpenAlexFDO

Authors Svante Janson

Publication date 16 May 2019

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

Full work available at URL https://arxiv.org/abs/1711.09830, https://projecteuclid.org/euclid.ecp/1556589626

zbMATH Keywords

random replacementsPólya urninfinite Pólya urn

Mathematics Subject Classification ID

Combinatorial probability (60C05)

Abstract: We consider the general version of P'olya urns recently studied by Bandyopadhyay and Thacker (2016+) and Mailler and Marckert (2017), with the space of colours being any Borel space $S$ and the state of the urn being a finite measure on $S$. We consider urns with random replacements, and show that these can be regarded as urns with deterministic replacements using the colour space $Simes[0,1]$.

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Cited in

(9)

• Limits of Pólya urns with innovations
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• Infinite-color randomly reinforced urns with dominant colors
• Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes
• A.s. convergence for infinite colour Pólya urns associated with random walks
• Fluctuations of balanced urns with infinitely many colours
• MATRIX-MFO tandem workshop: Stochastic reinforcement processes and graphs. Abstracts from the MATRIX-MFO tandem workshop held March 5--10, 2023
• Positive reinforced generalized time-dependent Pólya urns via stochastic approximation
• Strong convergence of infinite color balanced urns under uniform ergodicity

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