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相关论文: Fluctuations of balanced urns with infinitely many…

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Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a non-compact space. Our motivation is to apply this result to measure-valued P\'olya processes (MVPPs, also…

概率论 · 数学 2020-01-22 Cécile Mailler , Denis Villemonais

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…

概率论 · 数学 2022-11-17 Jean Bertoin

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…

概率论 · 数学 2021-06-18 Nabil Lasmar , Cécile Mailler , Olfa Selmi

Measure-valued P\'olya urn sequences (MVPS) are a generalization of the observation processes generated by $k$-color P\'olya urn models, where the space of colors $\mathbb{X}$ is a complete separable metric space and the urn composition is…

概率论 · 数学 2024-05-14 Hristo Sariev , Mladen Savov

We consider a model of N two-colors urns in which the reinforcement of each urn depends also on the content of all the other urns. This interaction is of mean-field type and it is tuned by a parameter $\alpha$ in [0,1]; in particular, for…

概率论 · 数学 2015-03-20 Irene Crimaldi , Paolo Dai Pra , Ida Germana Minelli

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…

概率论 · 数学 2021-06-08 Antar Bandyopadhyay , Svante Janson , Debleena Thacker

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…

概率论 · 数学 2017-03-13 Cécile Mailler , Jean-François Marckert

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…

概率论 · 数学 2017-11-28 Svante Janson

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…

概率论 · 数学 2022-06-13 Christopher B. C. Dean

P\'olya urns are urns where at each unit of time a ball is drawn and 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 of…

概率论 · 数学 2019-12-04 Cyril Banderier , Philippe Marchal , Michael Wallner

We define and prove limit results for a class of dominant P\'olya sequences, which are randomly reinforced urn processes with color-specific random weights and unbounded number of possible colors. Under fairly mild assumptions on the…

概率论 · 数学 2023-12-12 Hristo Sariev , Sandra Fortini , Sonia Petrone

Motivated by mathematical tissue growth modelling, we consider the problem of approximating the dynamics of multicolor P\'olya urn processes that start with large numbers of balls of different colors and run for a long time. Using strong…

概率论 · 数学 2021-07-01 Konstantin Borovkov

We study a P\'olya-type urn model defined as follows. Start at time 0 with a single ball of some colour. Then, at each time n>0, choose a ball from the urn uniformly at random. With probability 1/2<p<1, return the ball to the urn along with…

概率论 · 数学 2016-12-01 Erik Thörnblad

We give bounds for (central) moments for balanced P\'olya urns under very general conditions. In some cases, these bounds imply that moment convergence holds in earlier known results on asymptotic distribution. The results overlap with…

概率论 · 数学 2025-05-21 Svante Janson

In this paper, we consider a new type of urn scheme, where the selection probabilities are proportional to a weight function, which is linear but decreasing in the proportion of existing colours. We refer to it as the \emph{negatively…

概率论 · 数学 2018-01-09 Antar Bandyopadhyay , Gursharn Kaur

In this work we consider the \emph{infinite color urn model} associated with a bounded increment random walk on $\Zbold^d$. This model was first introduced by Bandyopadhyay and Thacker (2013). We prove that the rate of convergence of the…

概率论 · 数学 2013-10-23 Antar Bandyopadhyay , Debleena Thacker

It is known that in an irreducible small P\'olya urn process, the composition of the urn after suitable normalization converges in distribution to a normal distribution. We show that if the urn also is balanced, this normal convergence…

概率论 · 数学 2016-06-23 Svante Janson , Nicolas Pouyanne

We introduce a modification of the generalized P\'olya urn model containing two urns and we study the number of balls $B_j(n)$ of a given color $j\in\{1,\ldots,J\}$, $J\in\mathbb{N}$ added to the urns after $n$ draws. We provide sufficient…

概率论 · 数学 2024-08-13 Konrad Kolesko , Ecaterina Sava-Huss

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…

概率论 · 数学 2024-03-22 Svante Janson

In a recent paper, the authors studied the distribution properties of a class of exchangeable processes, called measure-valued P\'{o}lya sequences (MVPS), which arise as the observation process in a generalized urn sampling scheme. Here we…

概率论 · 数学 2025-08-13 Hristo Sariev , Mladen Savov
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