The simple harmonic urn
From MaRDI portal
Publication:653300
Abstract: We study a generalized P'{o}lya urn model with two types of ball. If the drawn ball is red, it is replaced together with a black ball, but if the drawn ball is black it is replaced and a red ball is thrown out of the urn. When only black balls remain, the roles of the colors are swapped and the process restarts. We prove that the resulting Markov chain is transient but that if we throw out a ball every time the colors swap, the process is recurrent. We show that the embedded process obtained by observing the number of balls in the urn at the swapping times has a scaling limit that is essentially the square of a Bessel diffusion. We consider an oriented percolation model naturally associated with the urn process, and obtain detailed information about its structure, showing that the open subgraph is an infinite tree with a single end. We also study a natural continuous-time embedding of the urn process that demonstrates the relation to the simple harmonic oscillator; in this setting, our transience result addresses an open problem in the recurrence theory of two-dimensional linear birth and death processes due to Kesten and Hutton. We obtain results on the area swept out by the process. We make use of connections between the urn process and birth--death processes, a uniform renewal process, the Eulerian numbers, and Lamperti's problem on processes with asymptotically small drifts; we prove some new results on some of these classical objects that may be of independent interest. For instance, we give sharp new asymptotics for the first two moments of the counting function of the uniform renewal process. Finally, we discuss some related models of independent interest, including a "Poisson earthquakes" Markov chain on the homeomorphisms of the plane.
Recommendations
Cites work
- scientific article; zbMATH DE number 3168165 (Why is no real title available?)
- scientific article; zbMATH DE number 3175657 (Why is no real title available?)
- scientific article; zbMATH DE number 3736679 (Why is no real title available?)
- scientific article; zbMATH DE number 19399 (Why is no real title available?)
- scientific article; zbMATH DE number 3548141 (Why is no real title available?)
- scientific article; zbMATH DE number 1058056 (Why is no real title available?)
- scientific article; zbMATH DE number 1947316 (Why is no real title available?)
- scientific article; zbMATH DE number 2107707 (Why is no real title available?)
- scientific article; zbMATH DE number 4197027 (Why is no real title available?)
- scientific article; zbMATH DE number 3249395 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- scientific article; zbMATH DE number 3410334 (Why is no real title available?)
- scientific article; zbMATH DE number 3087276 (Why is no real title available?)
- A survey of random processes with reinforcement
- An urn model for cannibal behavior
- Analytic urns
- Applied Probability and Queues
- Asymptotic behaviour of randomly reflecting billiards in unbounded tubular domains
- Convergence of independent particle systems
- Criteria for stochastic processes. II: Passage-time moments
- Criteria for the recurrence or transience of stochastic process. I
- Critical random walks on two-dimensional complexes with applications to polling systems
- Embedding of Urn Schemes into Continuous Time Markov Branching Processes and Related Limit Theorems
- First Passage and Recurrence Distributions
- Functional limit theorems for multitype branching processes and generalized Pólya urns.
- Life-Periods of a Branching Process with Immigration
- Martingales in the Ok Corral
- ON THE CUMULANTS OF RENEWAL PROCESSES
- On Moment Generating Functions and Renewal Theory
- On the Integral Equation of Renewal Theory
- On the critical Galton-Watson process with immigration
- Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant
- Polya Urn Models
- Probability: A Graduate Course
- Recurrence criteria for multi-dimensional Markov chains and multi-dimensional linear birth and death processes
- Solution to the OK Corral model via decoupling of Friedman's urn
- Some remarks on the renewal function of the uniform distribution
- Tails of passage-times and an application to stochastic processes with boundary reflection in wedges
- Technical Note—An Application of Martingale Methods to Conflict Models
- The Ok Corral and the Power of the Law (A Curious Poisson-Kernel Formula for a Parabolic Equation)
- The inversion of the Laplace transformation by a direct expansion in series and its application to boundary-value problems
- The recurrence and transience of two-dimensional linear birth and death processes
- Vertex-reinforced random walk on \(\mathbb Z\) has finite range
Cited in
(9)- MATRIX-MFO tandem workshop: Stochastic reinforcement processes and graphs. Abstracts from the MATRIX-MFO tandem workshop held March 5--10, 2023
- Urn models, Markov chains and random walks in cosmological topologically massive gravity at the critical point
- Linear competition processes and generalized Pólya urns with removals
- Excursions and path functionals for stochastic processes with asymptotically zero drifts
- On the Recurrence of a Certain Chain
- Limiting distributions for a class of diminishing urn models
- Impatient random walk
- A new approach to Pólya urn schemes and its infinite color generalization
- Linear de-preferential urn models
This page was built for publication: The simple harmonic urn
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q653300)
