Open Access
Translator Disclaimer
2020 A martingale approach for Pólya urn processes
Lucile Laulin
Electron. Commun. Probab. 25: 1-13 (2020). DOI: 10.1214/20-ECP321

Abstract

This paper is devoted to a direct martingale approach for Pólya urn models asymptotic behaviour. A Pólya process is said to be small when the ratio of its replacement 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 urn processes. We also provide new almost sure properties for small urn processes.

Citation

Download Citation

Lucile Laulin. "A martingale approach for Pólya urn processes." Electron. Commun. Probab. 25 1 - 13, 2020. https://doi.org/10.1214/20-ECP321

Information

Received: 28 February 2020; Accepted: 18 May 2020; Published: 2020
First available in Project Euclid: 11 June 2020

zbMATH: 07225532
MathSciNet: MR4112770
Digital Object Identifier: 10.1214/20-ECP321

Subjects:

JOURNAL ARTICLE
13 PAGES


SHARE
Back to Top