A martingale approach for Pólya urn processes

DOI10.1214/20-ECP321zbMATH Open1453.60012arXiv2003.04592MaRDI QIDQ782829FDOQ782829

Authors: Lucile Laulin 

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

Recommendations

• A martingale approach to strong convergence in a generalized Pólya- Eggenberger urn model
• A martingale characterization of Pólya-Lundberg processes
• Martingale functional central limit theorems for a generalized Pólya urn
• Martingale characterization of Pólya processes and sequences
• Measure-valued Pólya urn processes
• \(U\)-statistic processes: A martingale approach
• scientific article; zbMATH DE number 4036866
• On mixed poisson processes and martingales

zbMATH Keywords

central limit theoremmartingalesalmost sure convergencePólya urns

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Combinatorial probability (60C05)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Some exactly solvable models of urn process theory
• Title not available (Why is that?)
• Limit distributions for large Pólya urns
• Functional limit theorems for multitype branching processes and generalized Pólya urns.
• Martingale functional central limit theorems for a generalized Pólya urn
• Analytic urns
• Gaussian approximation theorems for urn models and their applications
• An algebraic approach to Pólya processes
• On central limit and iterated logarithm supplements to the martingale convergence theorem
• Bernard Friedman's Urn
• On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications
• Maximal inequalities and the law of the iterated logarithm
• Moment convergence of balanced Pólya processes
• A martingale approach for the elephant random walk

Cited In (13)

• Convergence of generalized Pólya urn process
• Diffusion of binary opinions in a growing population with heterogeneous behaviour and external influence
• A time-dependent version of Pólya's urn
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• A martingale approach to strong convergence in a generalized Pólya- Eggenberger urn model
• Martingale functional central limit theorems for a generalized Pólya urn
• Beta-stacy processes and a generalization of the Pólya-Urn scheme
• An algebraic approach to Pólya processes
• Notes on limit distributions of urn models

This page was built for publication: A martingale approach for Pólya urn processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q782829)