English
Related papers

Related papers: Almost sure and moment convergence for triangular …

200 papers

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…

Probability · Mathematics 2019-03-14 Manuel González-Navarrete , Rodrigo Lambert

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 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…

Probability · Mathematics 2017-09-05 Erol Peköz , Adrian Röllin , Nathan Ross

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 several exactly solvable Polya-Eggenberger urn models with a \emph{diminishing} character, namely, balls of a specified color, say $x$ are completely drawn after a finite number of draws. The main quantity of interest here is the…

Combinatorics · Mathematics 2022-12-13 Hsien-Kuei Hwang , Markus Kuba , Alois Panholzer

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

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…

Probability · Mathematics 2020-04-21 Michel Benaim , Itai Benjamini , Jun Chen , Yuri Lima

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…

Probability · Mathematics 2014-10-06 Jun Chen , Cyrille Lucas

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

Probability · Mathematics 2018-12-05 Bernard Bercu , Peggy Cénac , Guy Fayolle

Consider a P\'olya urn with balls of several colours, where balls are drawn sequentially and each drawn ball immediately is replaced together with a fixed number of balls of the same colour. It is well-known that the proportions of balls of…

Probability · Mathematics 2020-11-25 Svante Janson

A classical P\'olya urn scheme is a Markov process whose evolution is encoded by a replacement matrix $(R_{i,j})_{1\leq i,j\leq d}$. At every discrete time-step, we draw a ball uniformly at random, denote its colour $c$, and replace it in…

Probability · Mathematics 2021-06-18 Nabil Lasmar , Cécile Mailler , Olfa Selmi

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,…

Probability · Mathematics 2010-12-30 Brigitte Chauvin , Nicolas Pouyanne , Reda Sahnoun

We consider the generalization of the P\'olya urn scheme with possibly infinite many colors as introduced in \cite{Th-Thesis, BaTH2014, BaTh2016, BaTh2017}. For countable many colors, we prove almost sure convergence of the urn…

Probability · Mathematics 2021-06-08 Antar Bandyopadhyay , Svante Janson , Debleena Thacker

In this paper, we prove functional limit theorems for P\'olya urn processes whose number of draws and initial number of balls tend to infinity together. This is motivated by recent work of Borovkov [5], where they prove a functional limit…

Probability · Mathematics 2022-06-13 Christopher B. C. Dean

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

Suppose an urn contains initially any number of balls of two colours. One ball is drawn randomly and then put back with $\alpha$ balls of the same colour and $\beta$ balls of the opposite colour. Both cases, $\beta=0$ and $\beta>0$ are well…

Probability · Mathematics 2026-01-06 Raphael Alves , Rafael A. Rosales

We consider the general version of P\'olya urns recently studied by Bandyopadhyay and Thacker (2016+) and Mailler and Marckert (2017), with the space of colours being any Borel space $S$ and the state of the urn being a finite measure on…

Probability · Mathematics 2017-11-28 Svante Janson

We consider an urn model with multiple drawing and random time-dependent addition matrix. The model is very general with respect to previous literature: the number of sampled balls at each time-step is random, the addition matrix has…

Probability · Mathematics 2021-07-06 Irene Crimaldi , Pierre-Yves Louis , Ida Germana Minelli

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

The asymptotic behaviour of a generalised P\'olya--Eggenberger urn is well--known to depend on the spectrum of its replacement matrix: If its dominant eigenvalue $r$ is simple and no other eigenvalue is `large' in the sense that its real…

Probability · Mathematics 2019-03-13 Noela Müller