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March 2015 Maximal percentages in Pólya's urn
Ernst Schulte-Geers, Wolfgang Stadje
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J. Appl. Probab. 52(1): 180-190 (March 2015). DOI: 10.1239/jap/1429282614

Abstract

We show that the supremum of the successive percentages of red balls in Pólya's urn model is almost surely rational, give the set of values that are taken with positive probability, and derive several exact distributional results for the all-time maximal percentage.

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Ernst Schulte-Geers. Wolfgang Stadje. "Maximal percentages in Pólya's urn." J. Appl. Probab. 52 (1) 180 - 190, March 2015. https://doi.org/10.1239/jap/1429282614

Information

Published: March 2015
First available in Project Euclid: 17 April 2015

zbMATH: 06441359
MathSciNet: MR3336854
Digital Object Identifier: 10.1239/jap/1429282614

Subjects:
Primary: 60C05

Keywords: all-time maximal percentage , binomial random walk , exact distribution , Pólya's urn

Rights: Copyright © 2015 Applied Probability Trust

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Vol.52 • No. 1 • March 2015
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