Related papers: Moment convergence of balanced P\'olya processes
We consider a special case of the generalized P\'{o}lya's urn model introduced by Benaim et al (2013). Given a finite connected graph $G$, place a bin at each vertex. Two bins are called a pair if they share an edge of $G$. At discrete…
We consider a two-color P\'{o}lya urn in the case when a fixed number $S$ of balls is added at each step. Assume it is a large urn that is, the second eigenvalue $m$ of the replacement matrix satisfies $1/2<m/S\leq1$. After $n$ drawings,…
We study a class of unbalanced constant-differentials P\'olya processes on white and blue balls. We show that the number of white balls, the number of blue balls, and the total number of balls, when appropriately scaled, all converge in…
Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…
We define and prove limit results for a class of dominant P\'olya sequences, which are randomly reinforced urn processes with color-specific random weights and unbounded number of possible colors. Under fairly mild assumptions on the…
Given a finite connected graph G, place a bin at each vertex. Two bins are called a pair if they share an edge of G. At discrete times, a ball is added to each pair of bins. In a pair of bins, one of the bins gets the ball with probability…
We present conditions that allow us to pass from the convergence of probability measures in distribution to the uniform convergence of the associated quantile functions. Under these conditions, one can in particular pass from the asymptotic…
The trend to equilibrium for reaction-diffusion systems modelling chemical reaction networks is investigated, in the case when reaction processes happen on subsets of the domain. We prove the convergence to equilibrium by directly showing…
We study a generalized P\'{o}lya urn model with two types of ball. If the drawn ball is red, it is replaced together with a black ball, but if the drawn ball is black it is replaced and a red ball is thrown out of the urn. When only black…
Braverman, Mallows and Shepp (1995), showed that if the absolute moments of partial sums of i.i.d. symmetric variables are equal to those of normal variables, then the marginals have normal distribution. This fact suggested the conjecture…
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…
In this paper we consider convergence of moments in the small-time limit theorems for L\'evy processes. We provide precise asymptotics for all the absolute moments of positive order. The convergence of moments in limit theorems holds…
We study the phase transition and the critical properties of a nonlinear P\'{o}lya urn, which is a simple binary stochastic process $X(t)\in \{0,1\},t=1,\cdots$ with a feedback mechanism. Let $f$ be a continuous function from the unit…
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…
This paper studies a very general urn model stimulated by designs in clinical trials, where the number of balls of different types added to the urn at trial n depends on a random outcome directed by the composition at trials 1,2,...,n-1.…
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…
We extend a general result showing that the asymptotic behavior of high moments, factorial or standard, of random variables, determines the asymptotically normality, from the one dimensional to the multidimensional setting. This approach…
We prove a Gaussian process approximation for the sequence of random compositions of a two-color randomly reinforced urn for both the cases with the equal and unequal reinforcement means. By using the Gaussian approximation, the law of the…
We discuss in detail the asymptotic distribution of sample expectiles. First, we show uniform consistency under the assumption of a finite mean. In case of a finite second moment, we show that for expectiles other then the mean, only the…
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…