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A martingale approach for Pólya urn processes
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | LAULIN, Lucile | |
| dc.date.accessioned | 2024-04-04T02:55:38Z | |
| dc.date.available | 2024-04-04T02:55:38Z | |
| dc.date.issued | 2020-06 | |
| dc.identifier.issn | 1083-589X | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/192384 | |
| dc.description.abstractEn | 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, 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. | |
| dc.language.iso | en | |
| dc.publisher | Institute of Mathematical Statistics (IMS) | |
| dc.subject.en | Polya urns | |
| dc.subject.en | Polya process | |
| dc.subject.en | Martingale | |
| dc.title.en | A martingale approach for Pólya urn processes | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1214/20-ECP321 | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 2003.04592 | |
| bordeaux.journal | Electronic Communications in Probability | |
| bordeaux.page | 13 | |
| bordeaux.volume | 25 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.issue | 39 | |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-02502744 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-02502744v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Electronic%20Communications%20in%20Probability&rft.date=2020-06&rft.volume=25&rft.issue=39&rft.spage=13&rft.epage=13&rft.eissn=1083-589X&rft.issn=1083-589X&rft.au=LAULIN,%20Lucile&rft.genre=article |
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