Related papers: The simple harmonic urn
We study a model of a polling system, that is, a collection of $d$ queues with a single server that switches from queue to queue. The service time distribution and arrival rates change randomly every time a queue is emptied. This model is…
An urn scheme is a probabilistic model in which balls are placed into urns sequentially and independently of each other. All balls share the same probability distribution for hitting the urns. In the simplest case, there is a finite number…
We introduce the P\'olya threshold graph model and derive its stochastic and algebraic properties. This random threshold graph is generated sequentially via a two-color P\'olya urn process. Starting from an empty graph, each time step…
We consider a model of a discrete time "interacting particle system" on the integer line where infinitely many changes are allowed at each instance of time. We describe the model using chameleons of two different colours, {\it viz}., red…
We consider uniform random permutations in proper substitution-closed classes and study their limiting behavior in the sense of permutons. The limit depends on the generating series of the simple permutations in the class. Under a mild…
This paper studies a number of matrix models of size n and the associated Markov chains for the eigenvalues of the models for consecutive n's. They are consecutive principal minors for two of the models, GUE with external source and the…
We introduce and discuss a special type of feedback interacting urn model with deterministic interaction. This is a generalisation of the very well known Eggenberger and Polya (1923) urn model. In our model, balls are added to a particular…
The evolution of entanglement entropy in quantum circuits composed of Haar-random gates and projective measurements shows versatile behavior, with connections to phase transitions and complexity theory. We reformulate the problem in terms…
Local perturbations in conservative particle systems can have a non-local influence on the stationary measure. To capture this phenomenon, we analyze in this paper two toy models. We study the symmetric exclusion process on a countable set…
We answer Problem 11.1 of Janson arXiv:1803.04207 on P\'olya urns associated with stable random walk. Our proof use neither martingales nor trees, but an approximation with a differential equation.
A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…
We investigate recurrence and transience of Branching Markov Chains (BMC) in discrete time. Branching Markov Chains are clouds of particles which move (according to an irreducible underlying Markov Chain) and produce offspring…
A cyclic urn is an urn model for balls of types $0,\ldots,m-1$ where in each draw the ball drawn, say of type $j$, is returned to the urn together with a new ball of type $j+1 \mod m$. The case $m=2$ is the well-known Friedman urn. The…
We study the behavior of the random walk in a continuum independent long-range percolation model, in which two given vertices $x$ and $y$ are connected with probability that asymptotically behaves like $|x-y|^{-\alpha}$ with $\alpha>d$,…
We review some facts, properties and applications of the urn of Hill, Lane and Sudderth, a paradigmatic model of stochastic process with memory where the urn evolution is as follows: consider an urn of given capacity, at each step a new…
We construct a microscopic model to study discrete randomness in bistable systems coupled to an environment comprising many degrees of freedom. A quartic double well is bilinearly coupled to a finite number $N$ of harmonic oscillators.…
The fringe of a B-tree with parameter $m$ is considered as a particular P\'olya urn with $m$ colors. More precisely, the asymptotic behaviour of this fringe, when the number of stored keys tends to infinity, is studied through the…
We develop criteria for recurrence and transience of one-dimensional Markov processes which have jumps and oscillate between $+\infty$ and $-\infty$. The conditions are based on a Markov chain which only consists of jumps (overshoots) of…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
Sufficient conditions are developed for a class of generalized Polya urn schemes ensuring exchangeability. The extended class includes the Blackwell-MacQueen Polya urn and the urn schemes for the two-parameter Poisson-Dirichlet process and…