English

Multi-drawing P\'olya urns via labelled random DAGs

Probability 2025-08-29 v1

Abstract

A P\'olya urn of replacement matrix R=(Ri,j)1i,jdR=(R_{i,j})_{1\leq i,j\leq d} is a Markov process that encodes the following experiment: an urn contains balls of dd different colours and at every time-step, a ball is drawn uniformly at random in the urn, and if its colour is ii, then it is replaced in the urn with an additional Ri,jR_{i,j} balls of colour jj, for all 1i,jd1\leq i, j\leq d. We study a natural extension of this model in which, instead of drawing one ball at each time-step, we draw a set of m2m\geq 2 balls: in this case, the replacement matrix becomes a replacement tensor. Because of the multi-draws, this process can no longer be seen as a branching process, which makes its analysis much more intricate than in the classical P\'olya urn case. Partial results proved by stochastic approximation techniques exist in the literature. In this article, we introduce a new approach based on seeing the process as a stochastic process indexed by a random directed-acyclic graph (DAG) and use this approach, together with the theory of stochastic tensors, to prove a convergence theorem for these multi-drawing P\'olya urns, with assumptions that are straightforward to check in practice.

Keywords

Cite

@article{arxiv.2508.20592,
  title  = {Multi-drawing P\'olya urns via labelled random DAGs},
  author = {Cécile Mailler and Rebecca Steiner},
  journal= {arXiv preprint arXiv:2508.20592},
  year   = {2025}
}
R2 v1 2026-07-01T05:09:54.331Z