A martingale approach for Pólya urn processes
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Publication:782829
DOI10.1214/20-ECP321zbMATH Open1453.60012arXiv2003.04592MaRDI QIDQ782829FDOQ782829
Publication date: 29 July 2020
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Abstract: This paper is devoted to a direct martingale approach for P{'o}lya urn models asymptotic behaviour. A P{'o}lya process is said to be small when the ratio of its remplacement matrix eigenvalues is less than or equal to 1/2, otherwise it is called large. We find again some well-known results on the asymptotic behaviour for small and large urns processes. We also provide new almost sure properties for small urns processes.
Full work available at URL: https://arxiv.org/abs/2003.04592
Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Combinatorial probability (60C05)
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Cited In (6)
- Diffusion of binary opinions in a growing population with heterogeneous behaviour and external influence
- On asymptotic joint distributions of cherries and pitchforks for random phylogenetic trees
- Phases in the two-color tenable zero-balanced Pólya process
- Martingale characterization of Pólya processes and sequences
- Martingale functional central limit theorems for a generalized Pólya urn
- Beta-stacy processes and a generalization of the Pólya-Urn scheme
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