A martingale approach for Pólya urn processes
Idioma
en
Article de revue
Este ítem está publicado en
Electronic Communications in Probability. 2020-06, vol. 25, n° 39, p. 13
Institute of Mathematical Statistics (IMS)
Resumen en inglés
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, ...Leer más >
Palabras clave en inglés
Polya urns
Polya process
Martingale