Large deviations for Generalized Polya Urns with non-binary increments
Probability
2025-11-19 v2
Abstract
In this paper we show how to extend the Sample-Path Large Deviation Principle for the urn model of Hill, Lane and Sudderth to the case in which the increment of the urn is not a binary variable. In particular, we sketch how to modify the Theorem 1 given in [Stochastic Processes and their Applications 127 (2017) 3372-3411] to include also urn processes with increments taking more than two values.
Keywords
Cite
@article{arxiv.2506.22234,
title = {Large deviations for Generalized Polya Urns with non-binary increments},
author = {Simone Franchini},
journal= {arXiv preprint arXiv:2506.22234},
year = {2025}
}
Comments
23 pages. arXiv admin note: text overlap with arXiv:2506.20826