Gaussian fluctuations for the two urn model

arXiv2301.08602MaRDI QIDQ6423947FDOQ6423947

Ecaterina Sava, Konrad Kolesko

Publication date: 20 January 2023

Abstract: We introduce a modification of the (generalized) P'olya urn model containing two urns and we study the number of balls $N^j(n)$ of a given color $jin1,ldots,J$, $JinmathbbN$ present in the system of balls and urns at time $n$. We provide sufficient conditions under which the random variables $(N^j(n){)}_{ninmathbbN}$ properly normalized and centered converge weakly to a limiting random variable. The result reveals a similar trichotomy as in the classical case with one urn, the main difference being that in the scaling we encounter 1-periodic continuous functions.

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05) Applications of branching processes (60J85) Functional limit theorems; invariance principles (60F17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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