First-passage properties of the Pólya urn process

DOI10.1088/1742-5468/2010/07/P07009zbMATH Open1456.60029arXiv1005.0867MaRDI QIDQ3301168FDOQ3301168

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)

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.

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

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Mathematics Subject Classification ID

Combinatorial probability (60C05)

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Cited In (9)

• 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
• On Bagchi-Pal urn models and related Pólya-Friedman ones

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