On the Mabinogion urn model
DOI10.1017/apr.2018.16zbMath1431.93065arXiv1802.07054OpenAlexW3099970336MaRDI QIDQ5215004
Publication date: 5 February 2020
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.07054
Markov chainhypergeometric functionrandom walkdifference equationextinction timeDoob's \(h\)-transformbinomial identityMabinogion sheep problem
Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Combinatorial probability (60C05) Existence theories for optimal control problems involving relations other than differential equations (49J21)
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Cites Work
- A generalization of the Mabinogion sheep problem of D. Williams
- Some Double Sums Involving Ratios of Binomial Coefficients Arising From Urn Models
- Probability with Martingales
- Martingales in the Ok Corral
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