Characterizations of asymptotic distributions of continuous-time P\'{o}lya processes

DOI10.1080/03610926.2018.1510005MaRDI QIDQ6280253arXivFDO

Authors Chen Chen, Panpan Zhang

Publication date 28 November 2016

Published in arXiv

Full work available at URL https://doi.org/10.1080/03610926.2018.1510005

Mathematics Subject Classification ID

Statistics (62-XX)

arXiv classification

math.PR

Abstract: We propose an elementary but effective approach to studying a general class of Poissonized tenable and balanced urns on two colors. We characterize the asymptotic behavior of the process via a partial differential equation that governs the process, coupled with the method of moments applied in a bootstrapped manner. We show that the limiting distribution of the process underlying the Bagchi-Pal urn is gamma. We also look into the tenable and balanced processes associated with randomized replacement matrix. Similar results carry over to the process, with minor modifications in the methods of proof, done mutatis mutandis.

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