An urn model of Diaconis

An urn model of Diaconis

D. Siegmund and B. Yakir

Source: Ann. Probab. Volume 33, Number 5 (2005), 2036-2042.

Abstract

An urn model of Diaconis and some generalizations are discussed. A convergence theorem is proved that implies for Diaconis’ model that the empirical distribution of balls in the urn converges with probability one to the uniform distribution.

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Primary Subjects: 60G48, 60F15, 60C05

Keywords: Almost supermartingale; fixed point; urn model

Full-text: Open access

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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.aop/1127395880
Digital Object Identifier: doi:10.1214/009117905000000314
Mathematical Reviews number (MathSciNet): MR2165586
Zentralblatt MATH identifier: 1086.60024

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References

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Mathematical Reviews (MathSciNet): MR1485774

Zentralblatt MATH: 0868.62069

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Robbins, H. and Siegmund, D. (1971). A convergence theorem for nonnegative almost supermartingales and some applications. In Optimizing Methods in Statistics (J. S. Rustagi, ed.) 233--257. Academic Press, New York.

Mathematical Reviews (MathSciNet): MR343355

Zentralblatt MATH: 0286.60025

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