Maximal percentages in Polya's urn
Probability
2014-10-10 v4
Abstract
We show that the supremum of the successive percentages of red balls in P\'olya's urn model is almost surely rational, give the set of values that are taken with positive probability and derive several exact distributional results for the all-time maximal percentage.
Keywords
Cite
@article{arxiv.1401.1805,
title = {Maximal percentages in Polya's urn},
author = {Ernst Schulte-Geers and Wolfgang Stadje},
journal= {arXiv preprint arXiv:1401.1805},
year = {2014}
}
Comments
note on the general case added