On martingale tail sums in affine two-color urn models with multiple drawings
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Publication:4684841
Abstract: In two recent works, Kuba and Mahmoud (arXiv:1503.090691 and arXiv:1509.09053) introduced the family of two-color affine balanced Polya urn schemes with multiple drawings. We show that, in large-index urns (urn index between and ) and triangular urns, the martingale tail sum for the number of balls of a given color admits both a Gaussian central limit theorem as well as a law of the iterated logarithm. The laws of the iterated logarithm are new even in the standard model when only one ball is drawn from the urn in each step (except for the classical Polya urn model). Finally, we prove that the martingale limits exhibit densities (bounded under suitable assumptions) and exponentially decaying tails. Applications are given in the context of node degrees in random linear recursive trees and random circuits.
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 3548141 (Why is no real title available?)
- scientific article; zbMATH DE number 718142 (Why is no real title available?)
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Cited in
(11)- Periodic P\'olya urns and an application to Young tableaux
- Azuma-Hoeffding bounds for a class of urn models
- Tree evolution processes for bucket increasing trees
- An urn model with random multiple drawing and random addition
- Multiple drawing multi-colour urns by stochastic approximation
- The number of descendants in a random directed acyclic graph
- Periodic Pólya urns, the density method and asymptotics of Young tableaux
- Unbalanced multi-drawing urn with random addition matrix
- Two-color balanced affine urn models with multiple drawings
- Phase transitions of composition schemes: Mittag-Leffler and mixed Poisson distributions
- Affine diminishing urns
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