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We consider a version of the classical P\'olya urn scheme which incorporates innovations. The space $S$ of colors is an arbitrary measurable set. After each sampling of a ball in the urn, one returns $C$ balls of the same color and…

Probability · Mathematics 2022-11-17 Jean Bertoin

This paper examines the distribution of order statistics taken from simple-random-sampling without replacement (SRSWOR) from a finite population with values 1,...,N. This distribution is a shifted version of the beta-binomial distribution,…

Statistics Theory · Mathematics 2023-09-01 Ben O'Neill

We complete the study of the model introduced in [11]. It is a two-color urn model with multiple drawing and random (non-balanced) time-dependent reinforcement matrix. The number of sampled balls at each time-step is random. We identify the…

Statistics Theory · Mathematics 2022-08-05 Irene Crimaldi , Pierre-Yves Louis , Ida G. Minelli

The generalized P\`olya urn (GPU) models and their variants have been investigated in several disciplines. However, typical assumptions made with respect to the GPU do not include urn models with diagonal replacement matrix, which arise in…

Probability · Mathematics 2015-02-24 Andrea Ghiglietti , Anand N. Vidyashankar , William F. Rosenberger

In this paper we show how to extend the Sample-Path Large Deviation Principle for the urn model of Hill, Lane and Sudderth to the case in which the increment of the urn is not a binary variable. In particular, we sketch how to modify the…

Probability · Mathematics 2025-11-19 Simone Franchini

We propose an elementary but effective approach to studying a general class of Poissonized tenable and balanced urns on two colors. We characterize the asymptotic behavior of the process via a partial differential equation that governs the…

Probability · Mathematics 2018-09-05 Chen Chen , Panpan Zhang

Consider a number, finite or not, of urns each with fixed capacity $r$ and balls randomly distributed among them. An overflow is the number of balls that are assigned to urns that already contain $r$ balls. When $r=1$, using analytic…

Probability · Mathematics 2019-05-17 Raul Gouet , Paweł Hitczenko , Jacek Wesołowski

Motivated by mathematical tissue growth modelling, we consider the problem of approximating the dynamics of multicolor P\'olya urn processes that start with large numbers of balls of different colors and run for a long time. Using strong…

Probability · Mathematics 2021-07-01 Konstantin Borovkov

We consider an urn model, whose replacement matrix has all entries nonnegative and is balanced, that is, has constant row sums. We obtain the rates of the counts of balls corresponding to each color for the strong laws to hold. The analysis…

Probability · Mathematics 2017-09-05 Amites Dasgupta , Krishanu Maulik

We introduce a new model for sums of exchangeable binary random variables. The proposed distribution is an approximation to the exact distributional form, and relies on the theory of completely monotone functions and the Laplace transform…

Methodology · Statistics 2020-11-18 Ryan Elmore

Weighted sampling is a fundamental tool in data analysis and machine learning pipelines. Samples are used for efficient estimation of statistics or as sparse representations of the data. When weight distributions are skewed, as is often the…

Machine Learning · Computer Science 2020-08-18 Edith Cohen , Rasmus Pagh , David P. Woodruff

This work is devoted to P\'olya-Young urns, a class of periodic P\'olya urns of importance in the analysis of Young tableaux. We provide several extension of the previous results of Banderier, Marchal and Wallner [Ann. Prob. (2020)] on…

Probability · Mathematics 2024-06-28 Markus Kuba

Generalized Polya urn models can describe the dynamics of finite populations of interacting genotypes. Three basic questions these models can address are: Under what conditions does a population exhibit growth? On the event of growth, at…

Probability · Mathematics 2007-05-23 Michel Benaim , Sebastian J. Schreiber , Pierre Tarres

This is the second part of a two-part investigation. We continue the study of a class of balanced urn schemes on balls of two colors (white and black). At each drawing, a sample of size $m\ge 1$ is drawn from the urn and ball addition rules…

Probability · Mathematics 2015-10-01 Markus Kuba , Hosam M. Mahmoud

Let $S$ be a Polish space and $(X_n:n\geq1)$ an exchangeable sequence of $S$-valued random variables. Let $\alpha_n(\cdot)=P(X_{n+1}\in \cdot\mid X_1,\...,X_n)$ be the predictive measure and $\alpha$ a random probability measure on $S$ such…

Probability · Mathematics 2013-07-09 Patrizia Berti , Luca Pratelli , Pietro Rigo

We take a unified approach to central limit theorems for a class of irreducible urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate linear combinations of the number of balls of different…

Probability · Mathematics 2008-05-29 Gopal K. Basak , Amites Dasgupta

This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…

Probability · Mathematics 2025-07-24 Milto Hadjikyriakou , B. L. S Prakasa Rao

We introduce a multi-colour multi-urn generalisation of the Bernoulli-Laplace urn model, consisting of $d$ urns, $m$ colours, and $dmn$ balls, with $dn$ balls of each colour and $mn$ balls in each urn. At each step, one ball is drawn…

Probability · Mathematics 2025-11-14 Ritesh Goenka , Jonathan Hermon , Dominik Schmid

We propose an approach to analyze the asymptotic behavior of P\'olya urns based on the contraction method. For this, a new combinatorial discrete time embedding of the evolution of the urn into random rooted trees is developed. A…

Probability · Mathematics 2019-02-20 Margarete Knape , Ralph Neininger

We propose a method of detecting a phase transition in a generalized P\'olya urn in an information cascade experiment. The method is based on the asymptotic behavior of the correlation $C(t)$ between the first subject's choice and the…

Data Analysis, Statistics and Probability · Physics 2016-02-15 Masafumi Hino , Yosuke Irie , Masato Hisakado , Taiki Takahashi , Shintaro Mori