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We show that the supremum of the successive percentages of red balls in P\'olya's urn model is almost surely rational, give the set of values that are taken with positive probability and derive several exact distributional results for the…

Probability · Mathematics 2014-10-10 Ernst Schulte-Geers , Wolfgang Stadje

We propose an approach to analyze the asymptotic behavior of P\'olya urns based on the contraction method. For this, a new combinatorial discrete time embedding of the evolution of the urn into random rooted trees is developed. A…

Probability · Mathematics 2019-02-20 Margarete Knape , Ralph Neininger

This article describes a purely analytic approach to urn models of the generalized or extended P\'olya-Eggenberger type, in the case of two types of balls and constant ``balance,'' that is, constant row sum. The treatment starts from a…

Probability · Mathematics 2007-05-23 Philippe Flajolet , Joaquim Gabarro , Helmut Pekari

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

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

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

This work is devoted to P\'olya-Young urns, a class of periodic P\'olya urns of importance in the analysis of Young tableaux. We provide several extension of the previous results of Banderier, Marchal and Wallner [Ann. Prob. (2020)] on…

Probability · Mathematics 2024-06-28 Markus Kuba

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…

Data Analysis, Statistics and Probability · Physics 2016-02-15 Masafumi Hino , Yosuke Irie , Masato Hisakado , Taiki Takahashi , Shintaro Mori

A strong mode of a probability measure on a normed space $X$ can be defined as a point $u$ such that the mass of the ball centred at $u$ uniformly dominates the mass of all other balls in the small-radius limit. Helin and Burger weakened…

Functional Analysis · Mathematics 2019-10-29 Han Cheng Lie , T. J. Sullivan

An urn contains black and red balls. Let $Z_n$ be the proportion of black balls at time $n$ and $0\leq L<U\leq 1$ random barriers. At each time $n$, a ball $b_n$ is drawn. If $b_n$ is black and $Z_{n-1}<U$, then $b_n$ is replaced together…

Probability · Mathematics 2015-08-27 Patrizia Berti , Irene Crimaldi , Luca Pratelli , Pietro Rigo

Consider the multicolored urn model where, after every draw, balls of the different colors are added to the urn in a proportion determined by a given stochastic replacement matrix. We consider some special replacement matrices which are not…

Probability · Mathematics 2009-02-09 Arup Bose , Amites Dasgupta , Krishanu Maulik

Competing urns refers to the random experiment where m balls are dropped, randomly and independently, into urns 1,...,n. Formally, we have a random map $\sigma$ from {1,...,m} to {1,...,n} with the $\sigma(i)$'s i.i.d. With $x_j$ the…

Probability · Mathematics 2010-01-06 Jeff Kahn , Michael Neiman

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

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

We study P\'olya urns on hypergraphs and prove that, when the incidence matrix of the hypergraph is injective, there exists a point $v=v(H)$ such that the random process converges to $v$ almost surely. We also provide a partial result when…

Dynamical Systems · Mathematics 2025-05-23 Pedro Alves , Matheus Barros , Yuri Lima

We prove a central limit theorem applicable to one dimensional stochastic approximation algorithms that converge to a point where the error terms of the algorithm do not vanish. We show how this applies to a certain class of these…

Probability · Mathematics 2011-02-24 Henrik Renlund

P\'{o}lya urn is a stochastic process in which balls are randomly drawn from an urn of red and blue balls, and balls of the same color as the drawn balls are added. The probability of a ball of a certain color being drawn is equal to the…

Statistical Mechanics · Physics 2021-11-10 Shintaro Mori , Masato Hisakado , Kazuaki Nakayama

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

We collect, survey and develop methods of (one-dimensional) stochastic approximation in a framework that seems suitable to handle fairly broad generalizations of Polya urns. To show the applicability of the results we determine the limiting…

Probability · Mathematics 2010-02-22 Henrik Renlund

We consider a randomized urn model with objects of finitely many colors. The replacement matrices are random, and are conditionally independent of the color chosen given the past. Further, the conditional expectations of the replacement…

Probability · Mathematics 2022-10-18 Ujan Gangopadhyay , Krishanu Maulik