2009
DOI: 10.1239/jap/1253279854
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Limit Theorems for Random Triangular URN Schemes

Abstract: In this paper we study a generalized Pólya urn with balls of two colors and a random triangular replacement matrix. We extend some results of Janson (2004), (2005) to the case where the largest eigenvalue of the mean of the replacement matrix is not in the dominant class. Using some useful martingales and the embedding method introduced in Athreya and Karlin (1968), we describe the asymptotic composition of the urn after the nth draw, for large n.

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Cited by 6 publications
(24 citation statements)
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“…According to the above notation, we can write , , , so that . Therefore, when , the asymptotic behaviour of coincides with the one of and from the results in [ 32 , 33 , 39 ] (simply translating the results proven in that papers in terms of the considered model) we immediately obtain (in the following means almost sure convergence and means convergence in the distribution sense): (Case ) where D is a suitable random variable with finite moments. In particular, when , the random variable D has probability density function given by where c is a normalizing constant and denotes the probability density function of the Mittag-Leffler distribution with parameter .…”
Section: Triangular Urn Schemes and Innovation Ratesupporting
confidence: 70%
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“…According to the above notation, we can write , , , so that . Therefore, when , the asymptotic behaviour of coincides with the one of and from the results in [ 32 , 33 , 39 ] (simply translating the results proven in that papers in terms of the considered model) we immediately obtain (in the following means almost sure convergence and means convergence in the distribution sense): (Case ) where D is a suitable random variable with finite moments. In particular, when , the random variable D has probability density function given by where c is a normalizing constant and denotes the probability density function of the Mittag-Leffler distribution with parameter .…”
Section: Triangular Urn Schemes and Innovation Ratesupporting
confidence: 70%
“…Concerning the behavior of the number of distinct elements , the above urn model can be seen as a triangular two-color urn scheme [ 32 , 33 , 39 , 40 ]. More precisely, we can consider an urn model with the following dynamics.…”
Section: Triangular Urn Schemes and Innovation Ratementioning
confidence: 99%
“…However, the process (B n , W n ) ∞ n=0 can be seen as a triangular urn scheme with random replacement matrix, allowing for non-negative entries. Triangular urn schemes with deterministic replacement matrix were considered by Janson [11], the results of which were extended by Aguech [1] to random triangular replacement matrices. The latter however imposed that the random variables be non-negative, to ensure the survival of the urn.…”
Section: Wn Bn+wnmentioning
confidence: 99%
“…At each time step n ≥ 1, choose a ball uniformly at random. 1. With probability p, return the ball to the urn along with another ball of the same colour.…”
Section: Introductionmentioning
confidence: 99%
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