Strong convergence of infinite color balanced urns under uniform ergodicity

DOI10.1017/JPR.2020.37MaRDI QIDQ5139907zbMATH OpenOpenAlexFDO

Authors Antar Bandyopadhyay, Svante Janson, Debleena Thacker

Publication date 11 December 2020

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.06144

zbMATH Keywords

almost sure convergenceurn modelsrandom recursive treeuniform ergodicitybranching Markov chainreinforcement processesinfinite color urn

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Abstract: We consider the generalization of the P'olya urn scheme with possibly infinite many colors as introduced in cite{Th-Thesis, BaTH2014, BaTh2016, BaTh2017}. For countable many colors, we prove almost sure convergence of the urn configuration under emph{uniform ergodicity} assumption on the associated Markov chain. The proof uses a stochastic coupling of the sequence of chosen colors with a emph{branching Markov chain} on a weighted emph{random recursive tree} as described in cite{BaTh2017, Sv_2018}. Using this coupling we estimate the covariance between any two selected colors. In particular, we reprove the limit theorem for the classical urn models with finitely many colors.

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Cited in

(15)

• On maximal quantity of particles of one color in analogs of multicolor urn schemes
• Rate of convergence and large deviation for the infinite color Pólya urn schemes
• Limits of Pólya urns with innovations
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• scientific article; zbMATH DE number 4090452 (Why is no real title available?)
• Rates of convergence for balanced irreducible two-color Pólya urns
• Strong limit theorems in the multi-color generalized allocation scheme
• Strong laws for urn models with balanced replacement matrices
• A.s. convergence for infinite colour Pólya urns associated with random walks
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• MATRIX-MFO tandem workshop: Stochastic reinforcement processes and graphs. Abstracts from the MATRIX-MFO tandem workshop held March 5--10, 2023
• Positive reinforced generalized time-dependent Pólya urns via stochastic approximation
• Pólya urn schemes with infinitely many colors
• A new approach to Pólya urn schemes and its infinite color generalization

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