English

Time-dependent P\'olya urn

Probability 2018-07-16 v1

Abstract

We consider a time-dependent version of a P\'olya urn containing black and white balls. At each time nn a ball is drawn from the urn at random and replaced in the urn along with σn\sigma_n additional balls of the same colour. The proportion of white balls converges almost surely to a random limit Θ\Theta, and D={Θ{0,1}}\mathcal{D}=\{\Theta\in\{0,1\}\} denotes the event when one of the colours dominates. The phase transition, in terms of the sequence (σn)(\sigma_n), between the regimes P(D)=1{\mathbb P}(\mathcal{D})=1 and P(D)<1{\mathbb P}(\mathcal{D})<1 was obtained by R. Pemantle in 1990. We describe the phase transition between the cases P(D)=0{\mathbb P}(\mathcal{D})=0 and P(D)>0{\mathbb P}(\mathcal{D})>0. Further, we study the stronger monopoly event M\mathcal{M} when one of the colours eventually stops reappearing, and analyse the phase transition between the regimes P(M)=0{\mathbb P}(\mathcal{M})=0, P(M)(0,1){\mathbb P}(\mathcal{M})\in (0,1), and P(M)=1{\mathbb P}(\mathcal{M})=1.

Keywords

Cite

@article{arxiv.1807.04844,
  title  = {Time-dependent P\'olya urn},
  author = {Nadia Sidorova},
  journal= {arXiv preprint arXiv:1807.04844},
  year   = {2018}
}
R2 v1 2026-06-23T02:59:40.116Z