English

Correlation function for generalized P\'olya urns: Finite-size scaling analysis

Statistical Mechanics 2015-11-18 v3 Data Analysis, Statistics and Probability

Abstract

We describe a universality class of the transitions of a generalized P\'{o}lya urn by studying the asymptotic behavior of the normalized correlation function C(t)C(t) using finite-size scaling analysis. X(1),X(2),X(1),X(2),\cdots are the successive additions of a red (blue) ball [X(t)=1(0)X(t)=1\,(0)] at stage tt and C(t)\mboxCov(X(1),X(t+1))/\mboxVar(X(1))C(t)\equiv \mbox{Cov}(X(1),X(t+1))/\mbox{Var}(X(1)). Furthermore, z(t)=s=1tX(s)/tz(t)=\sum_{s=1}^{t}X(s)/t represents the successive proportions of red balls in an urn to which, at the t+1t+1-th stage, a red ball is added, [X(t+1)=1X(t+1)=1], with probability q(z(t))=(tanh[J(2z(t)1)+h]+1)/2,J0q(z(t))=(\tanh [J(2z(t)-1)+h]+1)/2,J\ge 0, and a blue ball is added, [X(t)=0X(t)=0], with probability 1q(z(t))1-q(z(t)). A boundary (Jc(h),h)(J_{c}(h),h) exists in the (J,h)(J,h) plane between a region with one fixed point and another region with two stable fixed points for q(z)q(z). C(t)c+atl1C(t) \sim c+a\cdot t^{l-1} with c=0(>0)c=0\,(>0) for J<Jc(J>Jc)J<J_{c}\,(J>J_{c}), and ll is the (larger) value of the slope(s) of q(z)q(z) at the stable fixed point(s). On the boundary J=Jc(h)J=J_{c}(h), C(t)c+alog(t)αC(t)\simeq c+a\cdot \log(t)^{-\alpha'} and c=0(c>0),α=0.5(1.0)c=0\,(c>0), \alpha'=0.5\,(1.0) for h=0(h0)h=0\,(h\neq 0). The system shows a continuous phase transition for h=0h=0 and C(t)C(t) behaves as C(t)tαg((1l)logt)C(t)\simeq t^{-\alpha'}g((1-l)\log t) with an universal function g(x)g(x) and a length scale 1/(1l)1/(1-l) with respect to logt\log t. β=να\beta=\nu_{||}\cdot \alpha' holds with critical exponent β=1/2\beta=1/2 and ν=1\nu_{||}=1.

Cite

@article{arxiv.1501.00764,
  title  = {Correlation function for generalized P\'olya urns: Finite-size scaling analysis},
  author = {Shintaro Mori and Masato Hisakado},
  journal= {arXiv preprint arXiv:1501.00764},
  year   = {2015}
}

Comments

26 pages, 8 figures

R2 v1 2026-06-22T07:50:41.749Z