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We consider a variant of the randomly reinforced urn where more balls can be simultaneously drawn out and balls of different colors can be simultaneously added. More precisely, at each time-step, the conditional distribution of the number…

Probability · Mathematics 2015-07-09 Irene Crimaldi

We introduce a class of reinforcement models where, at each time step $t$, one first chooses a random subset $A_t$ of colours (independent of the past) from $n$ colours of balls, and then chooses a colour $i$ from this subset with…

Probability · Mathematics 2014-06-03 Remco van der Hofstad , Mark Holmes , Alexey Kuznetsov , Wioletta Ruszel

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

We study a new class of time inhomogeneous P\'olya-type urn schemes and give optimal rates of convergence for the distribution of the properly scaled number of balls of a given color to nearly the full class of generalized gamma…

Probability · Mathematics 2016-06-28 Erol A. Peköz , Adrian Röllin , Nathan Ross

In the present paper we prove that the probabilities of the P\'olya urn distribution (with negative replacement) satisfy a monotonicity property similar to that of the binomial distribution (P\'olya urn distribution with no replacement). As…

Probability · Mathematics 2018-03-30 Florenta Tripsa , Nicolae R. Pascu

Consider a finite undirected graph and place an urn with balls of two colours at each vertex. At every discrete time step, for each urn, a fixed number of balls are drawn from that same urn with probability $p$, and from a randomly chosen…

Probability · Mathematics 2024-08-29 Yogesh Dahiya , Neeraja Sahasrabudhe

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

The random self-reinforcement mechanism, characterized by the principle of ``the rich get richer'', has demonstrated significant utility across various domains. One prominent model embodying this mechanism is the random reinforcement urn…

Statistics Theory · Mathematics 2024-06-18 Li Yang , Jiang Hu , Jianghao Li , Zhidong Bai

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

We present a multiple colour generalisation of the model of graph interacting urns studied by Benaim et. al., Random Struct. Alg., 46: 614-634, 2015. We show that for complete graphs and for a broad class of reinforcement functions…

Probability · Mathematics 2025-05-29 Benito Pires , Rafael A. Rosales

Generalized Friedman urn is one of the simplest and most useful models considered in probability theory. Since Athreya and Ney (1972) showed the almost sure convergence of urn proportions in a randomized urn model with irreducible…

Probability · Mathematics 2022-04-12 Li-Xin Zhang

It is well known that in a small P\'olya urn, i.e., an urn where second largest real part of an eigenvalue is at most half the largest eigenvalue, the distribution of the numbers of balls of different colours in the urn is asymptotically…

Probability · Mathematics 2026-01-14 Svante Janson

We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.

Probability · Mathematics 2009-04-27 Patrizia Berti , Irene Crimaldi , Luca Pratelli , Pietro Rigo

This paper considers a two-color, single-draw urn model with two types of balls, denoted type $1$ and type $2$, with initial counts $Y^1_0\in N^+$ and $Y^2_0\in N^+$, respectively. At each discrete time step, a ball is drawn uniformly at…

Probability · Mathematics 2026-05-27 Jianan Shi , Qing Yin , Yu Miao

We study the joint asymptotics of forward and backward processes of numbers of non-empty urns in an infinite urn scheme. The probabilities of balls hitting the urns are assumed to satisfy the conditions of regular decrease. We prove weak…

Probability · Mathematics 2022-11-10 Mikhail Chebunin , Artyom Kovalevskii

We consider systems of interacting Generalized Friedman's Urns (GFUs) having irreducible mean replacement matrices. The interaction is modeled through the probability to sample the colors from each urn, that is defined as convex combination…

Probability · Mathematics 2018-01-09 Giacomo Aletti , Andrea Ghiglietti

We consider P\'olya urns with infinitely many colours that are of a random walk type, in two related version. We show that the colour distribution a.s., after rescaling, converges to a normal distribution, assuming only second moments on…

Probability · Mathematics 2018-03-13 Svante Janson

We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.

Probability · Mathematics 2012-11-27 G. Aletti , C. May , P. Secchi

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

P{\'o}lya urns are urns where at each unit of time a ball is drawn and is replaced with some other balls according to its colour. We introduce a more general model: The replacement rule depends on the colour of the drawn ball and the value…

Discrete Mathematics · Computer Science 2018-06-22 Cyril Banderier , Philippe Marchal , Michael Wallner