Fully analyzing an algebraic Pólya urn model

DOI10.1007/978-3-642-29344-3_48MaRDI QIDQ2894499zbMATH OpenOpenAlexFDO

Authors Basile Morcrette

Publication date 29 June 2012

Published in LATIN 2012: Theoretical Informatics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1203.4917

zbMATH Keywords

large deviationsanalytic combinatoricsGaussian local limit lawmultiple coalescing saddle-point methodPólya urn models

Mathematics Subject Classification ID

Exact enumeration problems, generating functions (05A15) Combinatorial probability (60C05)

Abstract: This paper introduces and analyzes a particular class of Polya urns: balls are of two colors, can only be added (the urns are said to be additive) and at every step the same constant number of balls is added, thus only the color compositions varies (the urns are said to be balanced). These properties make this class of urns ideally suited for analysis from an "analytic combinatorics" point-of-view, following in the footsteps of Flajolet-Dumas-Puyhaubert, 2006. Through an algebraic generating function to which we apply a multiple coalescing saddle-point method, we are able to give precise asymptotic results for the probability distribution of the composition of the urn, as well as local limit law and large deviation bounds.

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(19)

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• Occupancy urn models in the analysis of algorithms
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• Some exactly solvable models of urn process theory
• Azuma-Hoeffding bounds for a class of urn models
• Multiple drawing multi-colour urns by stochastic approximation
• An algebraic approach to Pólya processes
• Pólya urns via the contraction method
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• Balanced multicolour Pólya urns via smoothing systems analysis
• Preferential attachment when stable
• Classification of large Pólya-Eggenberger urns with regard to their asymptotics
• Periodic Pólya urns, the density method and asymptotics of Young tableaux
• Urn models and differential algebraic equations
• Mean and variance of balanced Pólya urns
• Pólya urns with immigration at random times

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