An algebraic approach to Pólya processes

DOI10.1214/07-AIHP130zbMath1185.60029arXivmath/0605472MaRDI QIDQ731667

Nicolas Pouyanne

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605472

zbMATH Keywords

spectral decompositiontransition operatorstrong asymptoticsvector-valued martingalePólya processPólya-Eggenberger urn model

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Analysis of algorithms (68W40) Discrete-time Markov processes on general state spaces (60J05) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Foundations of stochastic processes (60G05) (L^p)-limit theorems (60F25)

Related Items (22)

Multivariate normal limit laws for the numbers of fringe subtrees in \(m\)-ary search trees and preferential attachment trees ⋮ On moment sequences and mixed Poisson distributions ⋮ Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes ⋮ Randomized urn models revisited using stochastic approximation ⋮ Multicolor urn models with reducible replacement matrices ⋮ Smoothing equations for large Pólya urns ⋮ Covariances in Pólya urn schemes ⋮ Limit distributions for large Pólya urns ⋮ Fluctuations of balanced urns with infinitely many colours ⋮ Exact covariances and refined asymptotics in dichromatic tenable balanced Pólya urn schemes ⋮ Pólya urns with immigration at random times ⋮ On densities for solutions to stochastic fixed point equations ⋮ Refined asymptotics for the composition of cyclic urns ⋮ Limit distributions for multitype branching processes of \(m\)-ary search trees ⋮ Moment convergence of balanced Pólya processes ⋮ On the area under lattice paths associated with triangular diminishing urn models ⋮ Nonlinear randomized urn models: a stochastic approximation viewpoint ⋮ On martingale tail sums in affine two-color urn models with multiple drawings ⋮ Asymptotics of fluctuations in Crump‒Mode‒Jagers processes: the lattice case ⋮ A martingale approach for Pólya urn processes ⋮ Mean and variance of balanced Pólya urns ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Limit theorems for triangular urn schemes
• Analytic urns
• Functional limit theorems for multitype branching processes and generalized Pólya urns.
• Phase changes in randomm-ary search trees and generalized quicksort
• Phase changes in random point quadtrees
• Asymptotic Normality in the Generalized Polya–Eggenberger Urn Model, with an Application to Computer Data Structures
• Strong convergence of proportions in a multicolor Pólya urn
• m‐ary Search trees when m ≥ 27: A strong asymptotics for the space requirements
• Embedding of Urn Schemes into Continuous Time Markov Branching Processes and Related Limit Theorems
• A simple urn model

This page was built for publication: An algebraic approach to Pólya processes