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This paper is devoted to a direct martingale approach for P{\'o}lya urn models asymptotic behaviour. A P{\'o}lya process is said to be small when the ratio of its remplacement matrix eigenvalues is less than or equal to 1/2, otherwise it is…

Probability · Mathematics 2020-03-11 Lucile Laulin

In this paper, we consider a multi-drawing urn model with random addition. At each discrete time step, we draw a sample of m balls. According to the composition of the drawn colors, we return the balls together with a random number of balls…

Probability · Mathematics 2018-02-14 Rafik Aguech , Nabil Lasmar , Olfa Selmi

We propose a variant model of P{\'o}lya urn process, where the dynamics consist of two competing elements namely, suppression of growth and enhancement of dormant character. Here the level of such features are controlled by an internal…

Statistical Mechanics · Physics 2018-08-29 Avinash Chand Yadav

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

Probability · Mathematics 2016-12-30 Tetsuya Hattori

An urn contains balls of d colors. At each time, a ball is drawn and then replaced together with a random number of balls of the same color. Assuming that some colors are dominated by others, we prove central limit theorems. Some…

Probability · Mathematics 2009-07-06 Patrizia Berti , Irene Crimaldi , Luca Pratelli , Pietro Rigo

Lacunary function systems of type $(f(M_nx))_{n\geq 1}$ for periodic functions $f$ and sequences of fast-growing matrices $(M_n)_{n\geq 1}$ exhibit many properties of independent random variables like satisfying the Central Limit Theorem or…

Probability · Mathematics 2014-08-12 Thomas Löbbe

We take a unified approach to central limit theorems for a class of irreducible urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate linear combinations of the number of balls of different…

Probability · Mathematics 2008-05-29 Gopal K. Basak , Amites Dasgupta

This paper introduces and analyzes a particular class of Polya urns: balls are of two colors, can only be added (the urns are said to be additive) and at every step the same constant number of balls is added, thus only the color…

Combinatorics · Mathematics 2012-03-26 Basile Morcrette

Local limit theorems are derived for the number of occupied urns in general finite and infinite urn models under the minimum condition that the variance tends to infinity. Our results represent an optimal improvement over previous ones for…

Probability · Mathematics 2009-09-29 Hsien-Kuei Hwang , Svante Janson

The stochastic models investigated in this paper describe the evolution of a set of $F_N$ identical balls scattered into $N$ urns connected by an underlying symmetrical graph with constant degree $h_N$. After some random amount of time {\em…

Probability · Mathematics 2018-12-06 Wen Sun , Philippe Robert

We derive a simple expression for the tail-asymptotics of an explosive birth process at a fixed observation time conditioned on non-explosion. Using the well-established exponential embedding, we apply this result to compute the tail…

Probability · Mathematics 2024-06-24 Thomas Gottfried , Stefan Grosskinsky

We develop operator renewal theory for flows and apply this to obtain results on mixing and rates of mixing for a large class of finite and infinite measure semiflows. Examples of systems covered by our results include suspensions over…

Dynamical Systems · Mathematics 2017-09-01 Ian Melbourne , Dalia Terhesiu

This paper develops an analytic theory for the study of some Polya urns with random rules. The idea is to extend the isomorphism theorem in Flajolet et al. (2006), which connects deterministic balanced urns to a differential system for the…

Combinatorics · Mathematics 2012-07-25 Basile Morcrette , Hosam M. Mahmoud

In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…

Probability · Mathematics 2013-07-24 Zbigniew J. Jurek

Infinite time Turing machines (ITTMs) have been introduced by Hamkins and Lewis in their seminal article arXiv:math/9808093. The strength of the model comes from a limit rule which allows the ITTM to compute through ordinal stages. This…

Logic · Mathematics 2025-11-05 Olivier Bournez , Olivier Finkel , Johan Girardot

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…

Probability · Mathematics 2016-03-25 Andreas Basse-O'Connor , Raphaël Lachièze-Rey , Mark Podolskij

Stochastic approximation algorithms have been the subject of an enormous body of literature, both theoretical and applied. Recently, Laruelle and Pag\`es (2013) presented a link between the stochastic approximation and response-adaptive…

Probability · Mathematics 2017-03-21 Li-Xin Zhang

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

Functional limit theorems are presented for the rescaled occupation time fluctuations process of a critical finite variance branching particle system in $R^d$ with symmetric a-stable motion starting off from either a standard Poisson random…

Probability · Mathematics 2009-11-04 Piotr Milos

Consider a number, finite or not, of urns each with fixed capacity $r$ and balls randomly distributed among them. An overflow is the number of balls that are assigned to urns that already contain $r$ balls. When $r=1$, using analytic…

Probability · Mathematics 2019-05-17 Raul Gouet , Paweł Hitczenko , Jacek Wesołowski
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