A martingale approach for Pólya urn processes
Langue
en
Article de revue
Ce document a été publié dans
Electronic Communications in Probability. 2020-06, vol. 25, n° 39, p. 13
Institute of Mathematical Statistics (IMS)
Résumé en anglais
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 remplacement matrix eigenvalues is less than or equal to 1/2, ...Lire la suite >
Mots clés en anglais
Polya urns
Polya process
Martingale