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arXiv 1301.3404math.PR
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波利亚瓮通过收缩法

Polya urns via the contraction method

Margarete Knape, Ralph Neininger

摘要:

我们提出了一种方法来分析的Pólya瓮的渐近行为的基础上的压缩方法。为此,一个新的组合离散时间嵌入到随机有根树的骨灰盒的演变。这些树的分解导致一个递归分布方程系统,该系统捕获每种颜色的球的数量分布。收缩法的思想被用来研究这种系统的递归分布方程的渐近。我们将我们的方法应用到一对夫妇的具体Pólya瓮,导致正常极限分布的极限法律,与非正常极限分布和渐近周期性分布行为。

英文摘要:

We propose an approach to analyze the asymptotic behavior of Pólya urns based on the contraction method. For this, a new combinatorial discrete time embedding of the evolution of the urn into random rooted trees is developed. A decomposition of these trees leads to a system of recursive distributional equations which capture the distributions of the numbers of balls of each color. Ideas from the contraction method are used to study such systems of recursive distributional equations asymptotically. We apply our approach to a couple of concrete Pólya urns that lead to limit laws with normal limit distributions, with non-normal limit distributions and with asymptotic periodic distributional behavior.

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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