First-passage properties of the Pólya urn process

DOI10.1088/1742-5468/2010/07/P07009MaRDI QIDQ3301168zbMATH OpenFDO

Authors Tibor Antal, E. Ben-Naim, P. L. Krapivsky

Publication date 11 August 2020

Published in Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1005.0867

Mathematics Subject Classification ID

Combinatorial probability (60C05)

Abstract: We study first passage statistics of the Polya urn model. In this random process, the urn contains two types of balls. In each step, one ball is drawn randomly from the urn, and subsequently placed back into the urn together with an additional ball of the same type. We derive the probability G_n that the two types of balls are equal in number, for the first time, when there is a total of 2n balls. This first passage probability decays algebraically, G_n ~ n^{-2}, when n is large. We also derive the probability that a tie ever happens. This probability is between zero and one, so that a tie may occur in some realizations but not in others. The likelihood of a tie is appreciable only if the initial difference in the number balls is of the order of the square-root of the total number of balls.

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Cited in

(9)

• On Bagchi-Pal urn models and related Pólya-Friedman ones
• On the duration and intensity of cumulative advantage competitions
• Random recursive hypergraphs
• The equalization probability of the Pólya urn
• On the distribution of maximal percentages in Pólya's urn
• First passage properties of a generalized Pólya urn
• Record statistics for a discrete-time random walk with correlated steps
• First passage times of subordinators and urns
• Random walks exhibiting anomalous diffusion: elephants, urns and the limits of normality

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