A martingale approach for Pólya urn processes
Language
en
Article de revue
This item was published in
Electronic Communications in Probability. 2020-06, vol. 25, n° 39, p. 13
Institute of Mathematical Statistics (IMS)
English 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 remplacement matrix eigenvalues is less than or equal to 1/2, ...Read more >
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.Read less <
English Keywords
Polya urns
Polya process
Martingale
Origin
Hal imported