Limits of Pólya urns with innovations

DOI10.1214/23-EJP1047MaRDI QIDQ6136796zbMATH OpenOpenAlexFDO

Authors Jean Bertoin

Publication date 17 January 2024

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

Full work available at URL https://arxiv.org/abs/2204.03470

zbMATH Keywords

empirical distributioninnovationmartingale central limit theoremPólya urn

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44) Applications of branching processes (60J85) Order statistics; empirical distribution functions (62G30)

Abstract: We consider a version of the classical P'olya urn scheme which incorporates innovations. The space $S$ of colors is an arbitrary measurable set. After each sampling of a ball in the urn, one returns $C$ balls of the same color and additional balls of different colors given by some finite point process $xi$ on $S$. When the number of steps goes to infinity, the empirical distribution of the colors in the urn converges to the normalized intensity measure of $xi$, and we analyze the fluctuations. The ratio $ho=E(C)/E(R)$ of the average number of copies to the average total number of balls returned plays a key role.

Recommendations

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