Strong laws for urn models with balanced replacement matrices

DOI10.1214/EJP.V16-928zbMATH Open1244.60031arXiv1010.5348OpenAlexW2069888494MaRDI QIDQ428545FDOQ428545

Krishanu Maulik, Amites Dasgupta

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We consider an urn model, whose replacement matrix has all entries nonnegative and is balanced, that is, has constant row sums. We obtain the rates of the counts of balls corresponding to each color for the strong laws to hold. The analysis requires a rearrangement of the colors in two steps. We first reduce the replacement matrix to a block upper triangular one, where the diagonal blocks are either irreducible or the scalar zero. The scalings for the color counts are then given inductively depending on the Perron-Frobenius eigenvalues of the irreducible diagonal blocks. In the second step of the rearrangement, the colors are further rearranged to reduce the block upper triangular replacement matrix to a canonical form. Under a further mild technical condition, we obtain the scalings and also identify the limits. We show that the limiting random variables corresponding to the counts of colors within a block are constant multiples of each other. We provide an easy-to-understand explicit formula for them as well. The model considered here contains the urn models with irreducible replacement matrix, as well as, the upper triangular one and several specific block upper triangular ones considered earlier in the literature and gives an exhaustive picture of the color counts in the general case with only possible restrictions that the replacement matrix is balanced and has nonnegative entries.

Full work available at URL: https://arxiv.org/abs/1010.5348

Recommendations

• Strong Laws for Balanced Triangular Urns
• Limit theorems for triangular urn schemes
• Multicolor urn models with reducible replacement matrices
• Strong convergence of infinite color balanced urns under uniform ergodicity
• Strong Convergence for URN Models with Reducible Replacement Policy

zbMATH Keywords

irreducible matrixurn modelbalanced triangular replacement matrixPerron-Frobenius eigenvalue

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Combinatorial probability (60C05)

Cited In (7)

• Negatively reinforced balanced urn schemes
• Azuma-Hoeffding bounds for a class of urn models
• A new approach to Pólya urn schemes and its infinite color generalization
• Strong convergence of infinite color balanced urns under uniform ergodicity
• Linear de-preferential urn models
• Strong Laws for Balanced Triangular Urns
• Stochastic approximation with random step sizes and urn models with random replacement matrices having finite mean

This page was built for publication: Strong laws for urn models with balanced replacement matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q428545)