Strong convergence of infinite color balanced urns under uniform ergodicity

DOI10.1017/JPR.2020.37zbMATH Open1452.60019arXiv1904.06144OpenAlexW3083224481MaRDI QIDQ5139907FDOQ5139907

Authors: Antar Bandyopadhyay, Svante Janson, Debleena Thacker 

Publication date: 11 December 2020

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

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.

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

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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)

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Cited In (15)

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• On maximal quantity of particles of one color in analogs of multicolor urn schemes
• Limits of Pólya urns with innovations
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• 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
• Coupling any number of balls in the infinite-bin model
• Fluctuations of balanced urns with infinitely many colours
• 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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