A martingale approach for P\'olya urn processes
Probability
2020-03-11 v1
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.
Keywords
Cite
@article{arxiv.2003.04592,
title = {A martingale approach for P\'olya urn processes},
author = {Lucile Laulin},
journal= {arXiv preprint arXiv:2003.04592},
year = {2020}
}