Limit distributions for large Pólya urns

Details Limit distributions for large Pólya urns Limit distributions for large Pólya urns

2009-07-09

arxiv.org/abs/0907.1477v2

Annals of Applied Probability 2011, Vol. 21, No. 1, 1-32

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/10-AAP696 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Inst

Scientific paper

10.1214/10-AAP696

We consider a two-color P\'{o}lya urn in the case when a fixed number $S$ of balls is added at each step. Assume it is a large urn that is, the second eigenvalue $m$ of the replacement matrix satisfies $1/2

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