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arXiv 0907.1477math.PR
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大型Pólya瓮的极限分布

Limit distributions for large Pólya urns

Brigitte Chauvin, Nicolas Pouyanne, Reda Sahnoun

摘要:

我们考虑的情况下,当一个固定数量的$S$的球在每一步添加一个双色波利亚瓮。假设它是一个大的骨灰盒,即,替换矩阵的第二特征值$m$满足$1/2<m/S\leq1$。在$n$绘制之后,合成向量渐近地具有$n$阶的第一确定性项和$n^{m/S}$阶的第二随机项。感兴趣的对象是这个随机项的极限分布。该方法是将离散时间序列嵌入到连续时间序列中,得到两类分支过程。与该过程相关的位错方程导致极限分布的傅里叶变换满足两个微分方程的系统。进行的决议,它原来的傅里叶变换是明确相关的阿贝尔积分的费马曲线度$m$。极限定律似乎构成了由整条实数线支持的概率密度的新族。

英文摘要:

We consider a two-color Pólya 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 $1/2<m/S\leq1$. After $n$ drawings, the composition vector has asymptotically a first deterministic term of order $n$ and a second random term of order $n^{m/S}$. The object of interest is the limit distribution of this random term. The method consists in embedding the discrete-time urn in continuous time, getting a two-type branching process. The dislocation equations associated with this process lead to a system of two differential equations satisfied by the Fourier transforms of the limit distributions. The resolution is carried out and it turns out that the Fourier transforms are explicitly related to Abelian integrals over the Fermat curve of degree $m$. The limit laws appear to constitute a new family of probability densities supported by the whole real line.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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