Related papers: Central Limit Theorem for a P\'olya-Friedman Mixed…

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…

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…

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…

An urn containing specified numbers of balls of distinct ordered colors is considered. A multiple q-Polya urn model is introduced by assuming that the probability of q-drawing a ball of a specific color from the urn varies geometrically,…

In order to study how well a finite group might be generated by repeated random multiplications, P. Diaconis suggested the following urn model. An urn contains some balls labeled by elements which generate a group G. Two are drawn at random…

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…

Let $G$ be a finite Abelian group of order $d$. We consider an urn in which, initially, there are labeled balls that generate the group $G$. Choosing two balls from the urn with replacement, observe their labels, and perform a group…

We construct an independent increments Gaussian process associated to a class of multicolor urn models. The construction uses random variables from the urn model which are different from the random variables for which central limit theorems…

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…

Consider throwing $n$ balls at random into $m$ urns, each ball landing in urn $i$ with probability $p_i$. Let $S$ be the resulting number of singletons, i.e., urns containing just one ball. We give an error bound for the Kolmogorov distance…

We study first order linear partial differential equations that appear, for example, in the analysis of dimishing urn models with the help of the method of characteristics and formulate sufficient conditions for a central limit theorem.

We introduce a general two colour interacting urn model on a finite directed graph, where each urn at a node, reinforces all the urns in its out-neighbours according to a fixed, non-negative and balanced reinforcement matrix. We show that…

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…

We introduce a novel preferential attachment model using the draw variables of a modified P\'olya urn with an expanding number of colors, notably capable of modeling influential opinions (in terms of vertices of high degree) as the graph…

In two recent works, Kuba and Mahmoud (arXiv:1503.090691 and arXiv:1509.09053) introduced the family of two-color affine balanced Polya urn schemes with multiple drawings. We show that, in large-index urns (urn index between $1/2$ and $1$)…

In classical urn models, one usually draws one ball with replacement at each time unit and then adds one ball of the same colour. Given a weight sequence $(w_k)_{k\in\N}$, the probability of drawing a ball of a certain colour is…

Urn models play an important role to express various basic ideas in probability theory. Here we extend this urn model with tubes. An urn contains coloured balls, which can be drawn with probabilities proportional to the numbers of balls of…

We consider triangular P\'olya urns and show under very weak conditions a general strong limit theorem of the form $X_{ni}/a_{ni}\to \mathcal{X}_i$ a.s., where $X_{ni}$ is the number of balls of colour $i$ after $n$ draws; the constants…

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…

The P\'olya urn scheme is a discrete-time process concerning the addition and removal of colored balls. There is a known embedding of it in continuous-time, called the P\'olya process. We deal with a generalization of this stochastic model,…