A New Approach to P\'olya Urn Schemes and Its Infinite Color Generalization
Probability
2016-06-17 v1
Abstract
In this work we generalize Polya urn schemes with possibly infinitely many colors and extend the earlier models described in [4, 5, 7]. We provide a novel and unique approach of representing the observed sequence of colors in terms a branching Markov chain on random recursion tree. This enables us to derive fairly general asymptotic for our urn schemes. We then illustrate through several examples that our method can easily derive the classical results for finite urns, as well as, many new results for infinite color urns.
Keywords
Cite
@article{arxiv.1606.05317,
title = {A New Approach to P\'olya Urn Schemes and Its Infinite Color Generalization},
author = {Antar Bandyopadhyay and Debleena Thacker},
journal= {arXiv preprint arXiv:1606.05317},
year = {2016}
}
Comments
17 pages and 5 figures