A martingale approach for Pólya urn processes
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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.
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Cited in
(16)- scientific article; zbMATH DE number 54564 (Why is no real title available?)
- Notes on limit distributions of urn models
- Beta-stacy processes and a generalization of the Pólya-Urn scheme
- scientific article; zbMATH DE number 4001094 (Why is no real title available?)
- An algebraic approach to Pólya processes
- A martingale approach to strong convergence in a generalized Pólya- Eggenberger urn model
- 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
- Convergence of generalized Pólya urn process
- Smoothing equations for large Pólya urns
- Martingale functional central limit theorems for a generalized Pólya urn
- Measure-valued Pólya urn processes
- Martingale characterization of Pólya processes and sequences
- Phases in the two-color tenable zero-balanced Pólya process
- Positive reinforced generalized time-dependent Pólya urns via stochastic approximation
- A time-dependent version of Pólya's urn
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