Related papers: First Passage Properties of the Polya Urn Process
Suppose an urn contains initially any number of balls of two colours. One ball is drawn randomly and then put back with $\alpha$ balls of the same colour and $\beta$ balls of the opposite colour. Both cases, $\beta=0$ and $\beta>0$ are well…
We study an urn process containing red and blue balls and two different strategies to reinforce the urn. Namely, a generalized P\'olya-type strategy versus an i.i.d. one. At each step, one of the two reinforcement strategies is chosen by…
Consider a P\'olya urn with balls of several colours, where balls are drawn sequentially and each drawn ball immediately is replaced together with a fixed number of balls of the same colour. It is well-known that the proportions of balls of…
Consider an urn initially containing $b$ black and $w$ white balls. Select a ball at random and observe its color. If it is black, stop. Otherwise, return the white ball together with another white ball to the urn. Continue selecting at…
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…
We consider a time-dependent version of a P\'olya urn containing black and white balls. At each time $n$ a ball is drawn from the urn at random and replaced in the urn along with $\sigma_n$ additional balls of the same colour. The…
This study analyzes pass networks in football (soccer) using a stochastic model known as the P\'olya urn. By focusing on preferential selection, it theoretically demonstrates that the time evolution of networks can be characterized by a…
We study the number of white balls in a classical P\'olya urn model with the additional feature that, at random times, a black ball is added to the urn. The number of draws between these random times are i.i.d. and, under certain moment…
The P\'olya urn scheme is a discrete-time process concerning the addition and removal of colored balls. There is a known embedding of it in continuous-time, called the P\'olya process. We deal with a generalization of this stochastic model,…
We consider a system of urns of Polya-type, with balls of two colors; the reinforcement of each urn depends both on the content of the same urn and on the average content of all urns. We show that the urns synchronize almost surely, in the…
For the plain Polya urn with two colors, black and white, we prove a functional central limit theorem for the number of white balls assuming that the initial number of black balls is large. Depending on the initial number of white balls,…
We introduce a modification of the generalized P\'olya urn model containing two urns and we study the number of balls $B_j(n)$ of a given color $j\in\{1,\ldots,J\}$, $J\in\mathbb{N}$ added to the urns after $n$ draws. We provide sufficient…
In classical urn models, one usually draws one ball with replacement at each time unit and then adds one ball of the same colour. Given a weight sequence $(w_k)_{k\in\N}$, the probability of drawing a ball of a certain colour is…
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…
Though widely used in applications, reinforced random walk on graphs have never been the subject of a valid statistical inference. We develop in this paper a statistical framework for a general two-colored urn model. The probability to draw…
We study an urn model introduced in the paper of Chen and Wei, where at each discrete time step $m$ balls are drawn at random from the urn containing colors white and black. Balls are added to the urn according to the inspected colors,…
A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with…
A P\'olya urn process is a Markov chain that models the evolution of an urn containing some coloured balls, the set of possible colours being $\{1,\ldots,d\}$ for $d\in \mathbb{N}$. At each time step, a random ball is chosen uniformly in…
The recurrence properties of random walks can be characterized by P\'{o}lya number, i.e., the probability that the walker has returned to the origin at least once. In this paper, we consider recurrence properties for a general 1D random…
We propose a way of finding a Stein type characterization of a given absolutely continuous distribution $\mu$ on $\R$ which is motivated by a regression property satisfied by an exchangeable pair $(W,W')$ where $\calL(W)$ is supposed or…