On a two-color generalized Pólya urn

Caterina May, Anna Maria Paganoni, Piercesare Secchi

Research output: Contribution to journalArticlepeer-review

Abstract

We consider a two-color generalized Pólya urn whose composition is reinforced, whenever the urn is sampled, with a random number of balls of the same color as that of the ball extracted. The infinite sequence of colors generated by the urn is not weakly stationary, but it is asymptotically exchangeable; we prove a strong law of large number and we propose approximations for the distribution of the limit.

Original languageEnglish
Pages (from-to)115-134
Number of pages20
JournalMetron
Volume63
Issue number1
Publication statusPublished - 2005
Externally publishedYes

Keywords

  • Asymptotic exchangeability
  • Generalized Pólya urn
  • Random walks with reinforcement

Fingerprint

Dive into the research topics of 'On a two-color generalized Pólya urn'. Together they form a unique fingerprint.

Cite this