Related papers: Asymptotics in randomized urn models

Generalized P\'olya urns with non-linear feedback are an established probabilistic model to describe the dynamics of growth processes with reinforcement, a generic example being competition of agents in evolving markets. It is well known…

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…

A P\'olya urn process is a Markov chain that models the evolution of an urn containing some coloured balls, the set of possible colours being $\{1,\ldots,d\}$ for $d\in \mathbb{N}$. At each time step, a random ball is chosen uniformly in…

We introduce a multi-colour multi-urn generalisation of the Bernoulli-Laplace urn model, consisting of $d$ urns, $m$ colours, and $dmn$ balls, with $dn$ balls of each colour and $mn$ balls in each urn. At each step, one ball is drawn…

The random vector of frequencies in a generalized urn model is viewed as conditionally independent random variables, given their sum. Such a representation is exploited to derive Edgeworth expansions for a sum of functions of such…

Regression adjustment is broadly applied in randomized trials under the premise that it usually improves the precision of a treatment effect estimator. However, previous work has shown that this is not always true. To further understand…

We study the competing urn model in which $m$ balls are placed independently into $n$ urns according to (possibly distinct) ball distributions. Kahn and Neiman (2010) showed that, under identical ball distributions, the induced urn measure…

Non-random sample selection is a commonplace amongst many empirical studies and it appears when an output variable of interest is available only for a restricted non-random sub-sample of data. We introduce an extension of the generalized…

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…

We study the first and second orders of the asymptotic expansion, as the dimension goes to infinity, of the moments of the Hilbert-Schmidt norm of a uniformly distributed matrix in the p-Schatten unit ball. We consider the case of matrices…

A central question in random matrix theory is universality. When an emergent phenomena is observed from a large collection of chosen random variables it is natural to ask if this behavior is specific to the chosen random variable or if the…

Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…

An urn scheme is a probabilistic model in which balls are placed into urns sequentially and independently of each other. All balls share the same probability distribution for hitting the urns. In the simplest case, there is a finite number…

This paper studies inference in randomized controlled trials with covariate-adaptive randomization when there are multiple treatments. More specifically, we study inference about the average effect of one or more treatments relative to…

We show that the random point measures induced by vertices in the convex hull of a Poisson sample on the unit ball, when properly scaled and centered, converge to those of a mean zero Gaussian field. We establish limiting variance and…

We consider a class of cubic stochastic operators that are motivated by models for evolution of frequencies of genetic types in populations. We take populations with three mutually exclusive genetic types. The long term dynamics of single…

We study pairs and m--tuples of compositions of a positive integer n with parts restricted to a subset P of positive integers. We obtain some exact enumeration results for the number of tuples of such compositions having the same number of…

Covariate-adaptive randomization schemes such as the minimization and stratified permuted blocks are often applied in clinical trials to balance treatment assignments across prognostic factors. The existing theoretical developments on…

Let $U_n$ be an $n \times n$ Haar unitary matrix. In this paper, the asymptotic normality and independence of $\Tr U_n, \Tr U_n^2, ..., \Tr U_n^k$ are shown by using elementary methods. More generally, it is shown that the renormalized…

We introduce a class of birth-and-death Polya urns, which allow for both sampling and removal of observations governed by an auxiliary inhomogeneous Bernoulli process, and investigate the asymptotic behaviour of the induced allelic…