An algebraic approach to Pólya processes

DOI10.1214/07-AIHP130zbMATH Open1185.60029arXivmath/0605472MaRDI QIDQ731667FDOQ731667

Authors: Nicolas Pouyanne 

Publication date: 8 October 2009

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

Abstract: P'olya processes are natural generalization of P'olya-Eggenberger urn models. This article presents a new approach of their asymptotic behaviour {it via} moments, based on the spectral decomposition of a suitable finite difference operator on polynomial functions. Especially, it provides new results for {it large} processes (a P'olya process is called {it small} when 1 is simple eigenvalue of its replacement matrix and when any other eigenvalue has a real part $leq1/2$; otherwise, it is called large).

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

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zbMATH Keywords

spectral decompositionstrong asymptoticstransition operatorvector-valued martingalePólya-Eggenberger urn modelPólya process

Mathematics Subject Classification ID

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

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Cited In (33)

• Refined asymptotics for the composition of cyclic urns
• Nonlinear randomized urn models: a stochastic approximation viewpoint
• On the area under lattice paths associated with triangular diminishing urn models
• Covariances in Pólya urn schemes
• Measure-valued Pólya urn processes
• Stochastic approximation on noncompact measure spaces and application to measure-valued Pólya processes
• A martingale approach for Pólya urn processes
• Fluctuations of balanced urns with infinitely many colours
• Distributions in the constant-differentials Pólya process
• Limit distributions for large Pólya urns
• Gaussian process approximations for multicolor Pólya urn models
• Multivariate normal limit laws for the numbers of fringe subtrees in \(m\)-ary search trees and preferential attachment trees
• Multicolor urn models with reducible replacement matrices
• On moment sequences and mixed Poisson distributions
• Phases in the two-color tenable zero-balanced Pólya process
• Exact and limiting distributions in diagonal Pólya processes
• On martingale tail sums in affine two-color urn models with multiple drawings
• On densities for solutions to stochastic fixed point equations
• Pólya urns via the contraction method
• Characterization of the Generalized Pólya Process and its Applications
• The Pólya sum process: a Cox representation
• Randomized urn models revisited using stochastic approximation
• Balanced multicolour Pólya urns via smoothing systems analysis
• Asymptotics of fluctuations in Crump-Mode-Jagers processes: the lattice case
• Classification of large Pólya-Eggenberger urns with regard to their asymptotics
• Exact covariances and refined asymptotics in dichromatic tenable balanced Pólya urn schemes
• Moment convergence of balanced Pólya processes
• Smoothing equations for large Pólya urns
• On Pólya–Friedman random walks
• Mean and variance of balanced Pólya urns
• Pólya urns with immigration at random times
• Limit distributions for multitype branching processes of \(m\)-ary search trees
• Estimating the Pólya process

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