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An infinite urn scheme is defined by a probability mass function $(p_j)_{j\geq1}$ over positive integers. A random allocation consists of a sample of $N$ independent drawings according to this probability distribution where $N$ may be…

Statistics Theory · Mathematics 2016-09-29 Anna Ben-Hamou , Stéphane Boucheron , Mesrob I. Ohannessian

We study first passage statistics of the Polya urn model. In this random process, the urn contains two types of balls. In each step, one ball is drawn randomly from the urn, and subsequently placed back into the urn together with an…

Statistical Mechanics · Physics 2010-07-12 Tibor Antal , E. Ben-Naim , P. L. Krapivsky

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Probability · Mathematics 2014-03-10 Christophe Andrieu , Matti Vihola

The randomized play-the-winner (RPW) model is a generalized P\'olya Urn process with broad applications ranging from clinical trials to molecular evolution. We derive an exact expression for the variance of the RPW model by transforming the…

Applications · Statistics 2024-01-02 Ivan Specht , Michael Mitzenmacher

The Generalized P\'{o}lya Urn (GPU) is a popular urn model which is widely used in many disciplines. In particular, it is extensively used in treatment allocation schemes in clinical trials. In this paper, we propose a sequential…

Probability · Mathematics 2007-05-23 Li-X. Zhang , Feifang Hu , Siu Hung Cheung

This paper considers the $(n,k)$-Bernoulli--Laplace model in the case when there are two urns, the total number of red and white balls is the same, and the number of selections $k$ at each step is on the same asymptotic order as the number…

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…

Probability · Mathematics 2020-05-08 Li-Xin Zhang

A model named `Colored Percolation' has been introduced with its infinite number of versions in two dimensions. The sites of a regular lattice are randomly occupied with probability $p$ and are then colored by one of the $n$ distinct colors…

Statistical Mechanics · Physics 2017-09-13 Sumanta Kundu , S. S. Manna

In the present paper we show that in P\'{o}lya's urn model, for an arbitrarily fixed initial distribution of the urn, the corresponding random variables satisfy a convex ordering with respect to the replacement parameter. As an application,…

Probability · Mathematics 2022-01-19 Diana Meleşteu , Mihai N. Pascu , Nicolae R. Pascu

An urn model of Diaconis and some generalizations are discussed. A convergence theorem is proved that implies for Diaconis' model that the empirical distribution of balls in the urn converges with probability one to the uniform…

Probability · Mathematics 2007-05-23 David Siegmund , Benjamin Yakir

The purpose of this work is to establish a central limit theorem that can be applied to a particular form of Markov chains, including the number of descents in a random permutation of $\mathfrak{S}_n$, two-type generalized P{\'o}lya urns,…

Probability · Mathematics 2021-06-09 Olivier Garet

In the apportionment problem, a fixed number of seats must be distributed among parties in proportion to the number of voters supporting each party. We study a generalization of this setting, in which voters can support multiple parties by…

Computer Science and Game Theory · Computer Science 2022-03-31 Markus Brill , Paul Gölz , Dominik Peters , Ulrike Schmidt-Kraepelin , Kai Wilker

We revisit the random allocation model in which $n$ balls are independently placed into $N$ boxes with probabilities $q_1,\ldots,q_N$. A classical asymptotic result due to Kolchin, Sevastyanov, and Chistyakov for the expectations,…

Probability · Mathematics 2026-04-28 Serik Sagitov

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…

Probability · Mathematics 2015-07-23 Brigitte Chauvin , Danièle Gardy , Nicolas Pouyanne , Dai-Hai Ton-That

We give bounds for (central) moments for balanced P\'olya urns under very general conditions. In some cases, these bounds imply that moment convergence holds in earlier known results on asymptotic distribution. The results overlap with…

Probability · Mathematics 2025-05-21 Svante Janson

Although the P\'olya enumeration theorem has been used extensively for decades, an optimized, purely numerical algorithm for calculating its coefficients is not readily available. We present such an algorithm for finding the number of…

A certain sampling process, concerning an urn with balls of two colors, proposed in 1965 by B.E. Oakley and R.L. Perry, and discussed by Peter Winkler and Martin Gardner, that has an extremely simple answer for the probability, namely the…

Combinatorics · Mathematics 2018-01-08 Shalosh B. Ekhad , Doron Zeilberger

A well-studied randomized election algorithm proceeds as follows: In each round the remaining candidates each toss a coin and leave the competition if they obtain heads. Of interest is the number of rounds required and the number of…

Probability · Mathematics 2016-04-12 Rudolf Grübel , Klaas Hagemann

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…

Probability · Mathematics 2022-11-15 Krishanu Maulik , Manit Paul

The wide availability of biological data at the genome-scale and across multiple variables has resulted in statistical questions regarding the enrichment or depletion of the number of discrete objects (e.g. genes) identified in individual…

Probability · Mathematics 2014-04-21 Alex T. Kalinka