A martingale approach for Pólya urn processes
Year: 2020
Type: preprint
Abstract: This paper is devoted to a direct martingale approach for P{ó}lya urn models asymptotic behaviour. A P{ó}lya process is said to be small when the ratio of its remplacement matrix eigenvalues is less than or equal to 1/2, otherwise it is called large. We find again some well-known results on the asymptotic behaviour for small and large urns processes. We also provide new almost sure properties for small urns processes.
Source: arXiv (Cornell University)
Author: Laulin, Lucile
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4287827685