Related papers: Large deviations for Generalized Polya Urns with a…
We establish sharp large deviation principles for cumulative rewards associated with a discrete-time renewal model, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. The framework we…
A basic experiment in probability theory is drawing without replacement from an urn filled with multiple balls of different colours. Clearly, it is physically impossible to overdraw, that is, to draw more balls from the urn than it…
In this work we discuss two urn models with general weight sequences $(A,B)$ associated to them, $A=(\alpha_n)_{n\in\N}$ and $B=(\beta_m)_{m\in\N}$, generalizing two well known P\'olya-Eggenberger urn models, namely the so-called sampling…
Early investigation of P\'{o}lya urns considered drawing balls one at a time. In the last two decades, several authors considered multiple drawing in each step, but mostly for schemes on two colors. In this manuscript, we consider multiple…
We consider products of uniform random variables from the Stiefel manifold of orthonormal $k$-frames in $\mathbb{R}^n$, $k \le n$, and random vectors from the $n$-dimensional $\ell_p^n$-ball $\mathbb{B}_p^n$ with certain $p$-radial…
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,…
Generalized probability distributions for Maxwell-Boltzmann, Bose-Einstein and Fermi-Dirac statistics, with unequal source probabilities $q_i$ for each level $i$, are obtained by combinatorial reasoning. For equiprobable degenerate…
We show that the supremum of the successive percentages of red balls in P\'olya's urn model is almost surely rational, give the set of values that are taken with positive probability and derive several exact distributional results for the…
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…
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…
We introduce a class of birth-and-death Polya urns, which allow for both sampling and removal of observations governed by an auxiliary inhomogeneous Bernoulli process, and investigate the asymptotic behaviour of the induced allelic…
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…
Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…
A global picture of a random particle movement is given by the convex hull of the visited points. We obtained numerically the probability distributions of the volume and surface of the convex hulls of a selection of three types of…
Generalized Polya urn models have been used to model the establishment dynamics of a small founding population consisting of k different genotypes or strategies. As population sizes get large, these population processes are…
Let $(k_n)_{n \in \mathbb{N}}$ be a sequence of positive integers growing to infinity at a sublinear rate, $k_n \rightarrow \infty$ and $k_n/n \rightarrow 0$ as $n \rightarrow \infty$. Given a sequence of $n$-dimensional random vectors…
In this paper, we consider a new type of urn scheme, where the selection probabilities are proportional to a weight function, which is linear but decreasing in the proportion of existing colours. We refer to it as the \emph{negatively…
In the classical Polya urn problem, one begins with $d$ bins, each containing one ball. Additional balls arrive one at a time, and the probability that an arriving ball is placed in a given bin is proportional to $m^\gamma$, where $m$ is…
This paper develops the large deviations theory for the point process associated with the Euclidean volume of $k$-nearest neighbor balls centered around the points of a homogeneous Poisson or a binomial point processes in the unit cube. Two…
We investigate an additive perturbation of a complex Wishart random matrix and prove that a large deviation principle holds for the spectral measures. The rate function is associated to a vector equilibrium problem coming from logarithmic…