Article
JOURNAL OF APPLIED PROBABILITY  (1997)

Strong convergence of proportions in a multicolor Pólya urn

Gouet R.

Keywords: models, theorems, limit, algebra, matrix, convergence, numerical, martingales, probability, eigenvalues, methods, mathematical, multicolor, processes, eigenfunctions, of, and, Markov, Polya, urn

Abstract

We prove strong convergence of the proportions Un/Tn of balls in a multitype generalized Pólya urn model, using martingale arguments. The limit is characterized as a convex combination of left dominant eigenvectors of the replacement matrix R, with random Dirichlet coefficients.

Más información

Título de la Revista: JOURNAL OF APPLIED PROBABILITY
Volumen: 34
Número: 2
Editorial: CAMBRIDGE UNIV PRESS
Fecha de publicación: 1997
Página de inicio: 426
Página final: 435
URL: http://www.scopus.com/inward/record.url?eid=2-s2.0-0031384226&partnerID=q2rCbXpz
DOI:

10.1017/s0021900200101068
Notas: ISI