We investigate the randomized Karlin model with parameter $β\in(0,1)$, which is based on an infinite urn scheme. It has been shown before that when the randomization is bounded, the so-called odd-occupancy process scales to a fractional Brownian motion with Hurst index $β/2\in(0,1/2)$. We show here that when the randomization is heavy-tailed with index $α\in(0,2)$, then the odd-occupancy process scales to a $(β/α)$-self-similar symmetric $α$-stable process with stationary increments.
We investigate a specific infinite urn scheme first considered by Karlin (1967). We prove functional central limit theorems for the total number of urns with at least k balls for different k.
We study the infinite urn scheme when the balls are sequentially distributed over an infinite number of urns labelled 1,2,... so that the urn $j$ at every draw gets a ball with probability $p_j$, $\sum_j p_j=1$. We prove functional central limit theorems for discrete time and the poissonised version for the urn occupancies process, for the odd-occupancy and for the missing mass processes extending the known non-functional central limit theorems.
In this work we generalize Polya urn schemes with possibly infinitely many colors and extend the earlier models described in [4, 5, 7]. We provide a novel and unique approach of representing the observed sequence of colors in terms a branching Markov chain on random recursion tree. This enables us to derive fairly general asymptotic for our urn schemes. We then illustrate through several examples that our method can easily derive the classical results for finite urns, as well as, many new results for infinite color urns.
Local limit theorems are derived for the number of occupied urns in general finite and infinite urn models under the minimum condition that the variance tends to infinity. Our results represent an optimal improvement over previous ones for normal approximation.
We consider the generalization of the Pólya urn scheme with possibly infinite many colors as introduced in \cite{Th-Thesis, BaTH2014, BaTh2016, BaTh2017}. For countable many colors, we prove almost sure convergence of the urn configuration under \emph{uniform ergodicity} assumption on the associated Markov chain. The proof uses a stochastic coupling of the sequence of chosen colors with a \emph{branching Markov chain} on a weighted \emph{random recursive tree} as described in \cite{BaTh2017, Sv_2018}. Using this coupling we estimate the covariance between any two selected colors. In particular…
In this work we consider the \emph{infinite color urn model} associated with a bounded increment random walk on $\Zbold^d$. This model was first introduced by Bandyopadhyay and Thacker (2013). We prove that the rate of convergence of the expected configuration of the urn at time $n$ with appropriate centering and scaling is of the order ${\mathcal O}\left(\frac{1}{\sqrt{\log n}}\right)$. Moreover we derive bounds similar to the classical Berry-Essen bound. Further we show that for the expected configuration a \emph{large deviation principle (LDP)} holds with a good rate function and speed $\lo…
In this work we introduce a new type of urn model with infinite but countable many colors indexed by an appropriate infinite set. We mainly consider the indexing set of colors to be the $d$-dimensional integer lattice and consider balanced replacement schemes associated with bounded increment random walks on it. We prove central and local limit theorems for the random color of the $n$-th selected ball and show that irrespective of the null recurrent or transient behavior of the underlying random walks, the asymptotic distribution is Gaussian after appropriate centering and scaling. We show tha…
We study the joint asymptotics of forward and backward processes of numbers of non-empty urns in an infinite urn scheme. The probabilities of balls hitting the urns are assumed to satisfy the conditions of regular decrease. We prove weak convergence to a two-dimensional Gaussian process. Its covariance function depends only on exponent of regular decrease of probabilities. We obtain parameter estimates that have a normal asymototics for its joint distribution together with forward and backward processes. We use these estimates to construct statistical tests for the homogeneity of the urn schem…
We investigate a special case of infinite urn schemes first considered by Karlin (1967), especially its occupancy and odd-occupancy processes. We first propose a natural randomization of these two processes and their decompositions. We then establish functional central limit theorems, showing that each randomized process and its components converge jointly to a decomposition of certain self-similar Gaussian process. In particular, the randomized occupancy process and its components converge jointly to the decomposition of a time-changed Brownian motion $\mathbb B(t^α), α\in(0,1)$, and the rand…
We study a Pólya-type urn model defined as follows. Start at time 0 with a single ball of some colour. Then, at each time n>0, choose a ball from the urn uniformly at random. With probability 1/2<p<1, return the ball to the urn along with another ball of the same colour. With probability 1-p, recolour the ball to a new colour and then return it to the urn. This is equivalent to the supercritical case of a random graph model studied by Backhausz and Móri, and Thörnblad. We prove that, with probability 1, there is a dominating colour, in the sense that, after some random but finite time, there i…
Let X be a non-deterministic infinite exchangeable sequence with values in {0,1}. We show that X is Hoeffding-decomposable if, and only if, X is either an i.i.d. sequence or a Polya sequence. This completes the results established in Peccati [2004]. The proof uses several combinatorial implications of the correspondence between Hoeffding decomposability and weak independence. Our results must be compared with previous characterizations of i.i.d. and Polya sequences given by Hill et al. [1987] and Diaconis and Yilvisaker [1979].
We consider, as proposed and studied in Hofstad et.\ al.\ \cite{HHKR}, a class of graph-based "interacting urn"-type Polya urn model inspired by neuronal processing in the brain where a signal enters the brain at some (randomly) chosen neuron and is transmitted to a (random) single neighbouring neuron with a probability depending on the relative `efficiency' of the synapses connecting the neurons, and in doing so the efficiency of the utilized synapse is improved/reinforced. We study the structures (or architectures) and relative efficiency of the neuronal networks that can arise from repeatin…
Triggered urn models for frequently asked questions (FAQ)
IMT School for Advanced Studies（IMT高等研究院）；Università degli Studi di Milano-Bicocca（米兰比可卡大学）；Damascus University（大马士革大学）；The George Washington University（乔治华盛顿大学）
We study a generalized Pólya urn model with two types of ball. If the drawn ball is red, it is replaced together with a black ball, but if the drawn ball is black it is replaced and a red ball is thrown out of the urn. When only black balls remain, the roles of the colors are swapped and the process restarts. We prove that the resulting Markov chain is transient but that if we throw out a ball every time the colors swap, the process is recurrent. We show that the embedded process obtained by observing the number of balls in the urn at the swapping times has a scaling limit that is essentially …
A Pólya urn process is a Markov chain that models the evolution of an urn containing some coloured balls, the set of possible colours being $\{1,\ldots,d\}$ for $d\in \mathbb{N}$. At each time step, a random ball is chosen uniformly in the urn. It is replaced in the urn and, if its colour is $c$, $R_{c,j}$ balls of colour $j$ are also added (for all $1\leq j\leq d$). We introduce a model of measure-valued processes that generalises this construction. This generalisation includes the case when the space of colours is a (possibly infinite) Polish space $\mathcal P$. We see the urn composition at…
Consider a balanced non triangular two-color Pólya-Eggenberger urn process, assumed to be large which means that the ratio sigma of the replacement matrix eigenvalues satisfies 1/2<sigma <1. The composition vector of both discrete time and continuous time models admits a drift which is carried by the principal direction of the replacement matrix. In the second principal direction, this random vector admits also an almost sure asymptotics and a real-valued limit random variable arises, named WDT in discrete time and WCT in continous time. The paper deals with the distributions of both W. Appear…
We prove a Gaussian process approximation for the sequence of random compositions of a two-color randomly reinforced urn for both the cases with the equal and unequal reinforcement means. By using the Gaussian approximation, the law of the iterated logarithm and the functional limit central limit theorem in both the stable convergence sense and the almost-sure conditional convergence sense are established. Also as a consequence, we are able to to prove that the distribution of the urn composition has no points masses both when the reinforcement means are equal and unequal under the assumption …
An aggregated model is proposed, of which the partial-sum process scales to the Karlin stable processes recently investigated in the literature. The limit extremes of the proposed model, when having regularly-varying tails, are characterized by the convergence of the corresponding point processes. The proposed model is an extension of an aggregated model proposed by Enriquez (2004) in order to approximate fractional Brownian motions with Hurst index $H\in(0,1/2)$, and is of a different nature of the other recently investigated Karlin models which are essentially based on infinite urn schemes.
We proved the existence of an infinite dimensional stochastic system driven by white $α$-stable noises ($1<α\leq 2$), and prove this system is strongly mixing. Our method is by perturbing Ornstein-Uhlenbeck $α$-stable processes.
We completely determine the free infinite divisibility for the Boolean stable law which is parametrized by a stability index $α$ and an asymmetry coefficient $ρ$. We prove that the Boolean stable law is freely infinitely divisible if and only if one of the following conditions holds: $0<α\leq\frac{1}{2}$; $\frac{1}{2}<α\leq\frac{2}{3}$ and $2-\frac{1}α\leqρ\leq \frac{1}α-1$; $α=1,~ρ=\frac{1}{2}$. Positive Boolean stable laws corresponding to $ρ=1$ and $α\leq \frac{1}{2}$ have completely monotonic densities and they are both freely and classically infinitely divisible. We also show that continu…
The infinite discrete stable Boltzmann maps are generalisations of the well-known Uniform Infinite Planar Quadrangulation in the case where large degree faces are allowed. We show that the simple random walk on these random lattices is always subdiffusive with exponent less than 1/3. Our method is based on stationarity and geometric estimates obtained via the peeling process which are of own interest.
We give a construction of an infinite stable looptree, which we denote by $\mathcal{L}_α^{\infty}$, and prove that it arises both as a local limit of the compact stable looptrees of Curien and Kortchemski (2015), and as a scaling limit of the infinite discrete looptrees of Richier (2017) and Björnberg and Stefánsson (2015). As a consequence, we are able to prove various convergence results for volumes of small balls in compact stable looptrees, explored more deeply in a companion paper. We also establish the spectral dimension of $\mathcal{L}_α^{\infty}$, and show that it agrees with that of i…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent and saturating number variance behaviour. We derive a general expression for the number variance for the spatial particle configurations arising from these systems and this enables us to deduce various limiting distribution results for the fluctuations of the associated counting functions. In particular, knowledge of the number variance allows us to introdu…
We provide a new proof of the existence of Gibbs point processes with infinite range interactions, based on the compactness of entropy levels. Our main existence theorem holds under two assumptions. The first one is the standard stability assumption, which means that the energy of any finite configuration is super-linear with respect to the number of points. The second assumption is the so-called intensity regularity, which controls the long range of the interaction via the intensity of the process. This assumption is new and introduced here since it is well adapted to the entropy approach. As…
The concept of a Lévy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the Lévy subordinator special case, the considered family is always strongly infinitely divisible with respect to time, meaning that a path can be represented in distribution as a finite sum with arbitrarily many summands of independent and identically distributed paths of another process. Besides distributional properties of the process, we present two applications to…
We show the pathwise uniqueness for stochastic partial differential equation driven by a cylindrical $α$-stable process with Hölder continuous drift, thus obtaining an infinite dimensional generalization of the result of Priola [Osaka J. Math., 2012] in the case $H=\mathbb{R}^d$. The proof is based on an infinite dimensional Kolmogorov equation with non-local operator.
Let each point of a homogeneous Poisson process on $\RR$ independently be equipped with a random number of stubs (half-edges) according to a given probability distribution $μ$ on the positive integers. We consider schemes based on Gale-Shapley stable marriage for perfectly matching the stubs to obtain a simple graph with degree distribution $μ$. We prove results on the existence of an infinite component and on the length of the edges, with focus on the case $μ(\{2\})=1$. In this case, for the random direction stable matching scheme introduced by Deijfen and Meester we prove that there is no in…
We consider the stable matching of two independent Poisson processes in $\mathbb{R}^d$ under an asymmetric color restriction. Blue points can only match to red points, while red points can match to points of either color. It is unknown whether there exists a choice of intensities of the red and blue processes under which all points are matched. We prove that for any fixed intensities, there are unmatched blue points in sufficiently high dimension. Indeed, if the ratio of red to blue intensities is $ρ$ then the intensity of unmatched blue points converges to $e^{-ρ}/(1+ρ)$ as $d\to\infty$. We a…
The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation function as well as the cross-covariance measure and the cross-pair-correlation function of the vertex point process and the random length measure in general non-stationary regime, and we specialize it to the stationary and isotropic setting. Exact formulas are given for vertex count variances in compact and convex sampling windows and asymptotic relations …
We study an infinite white $α$-stable systems with unbounded interactions, proving the existence by Galerkin approximation and exponential mixing property by an $α$-stable version of gradient bounds.
The so-called "supOU" processes, namely the superpositions of Ornstein-Uhlenbeck type processes are stationary processes for which one can specify separately the marginal distribution and the dependence structure. They can have finite or infinite variance. We study the limit behavior of integrated infinite variance supOU processes adequately normalized. Depending on the specific circumstances, the limit can be fractional Brownian motion but it can also be a process with infinite variance, a Lévy stable process with independent increments or a stable process with dependent increments. We show t…
We consider functionals of long-range dependent Gaussian sequences with infinite variance and obtain nonstandard limit theorems. When the long-range dependence is strong enough, the limit is a Hermite process, while for weaker long-range dependence, the limit is $α$-stable Lévy motion. For the critical value of the long-range dependence parameter, the limit is a sum of a Hermite process and $α$-stable Lévy motion.
We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,α,β)$-branching particle system. It consists of particles moving according to a symmetric $α$-stable motion in $\mathbb{R}^d$. The branching law is in the domain of attraction of a (1+$β$)-stable law and the initial condition is an equilibrium random measure for the system (defined below). In the paper we treat separately the cases of intermediate $α/β<d<(1+β)α/β$, critical $d=(1+β)α/β$ and large $d>(1+β)α/β$ dimensions. In the most interesting case of intermediate dimensions we obtain a version of a frac…
We consider an infinite extension $K$ of a local field of zero characteristic which is a union of an increasing sequence of finite extensions. $K$ is equipped with an inductive limit topology; its conjugate $\bar{K}$ is a completion of $K$ with respect to a topology given by certain explicitly written seminorms. The semigroup of measures, which defines a stable-like process $X(t)$ on $\bar{K}$, is concentrated on a compact subgroup $S\subset \bar{K}$. We study properties of the process $X_S(t)$, a part of $X(t)$ in $S$. It is shown that the Hausdorff and packing dimensions of the image of an i…
A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite divisible distribution, and particularly elliptical tempered stable distribution, with fractional calculus. Finally, some analytical approximations for the probability density function of tempered infinite divisible distribution, which elliptical tempered stable distributions are a subclass of them, are considered.
The aim of this paper is to provide conditions which ensure that the affinely transformed partial sums of a strictly stationary process converge in distribution to an infinite variance stable distribution. Conditions for this convergence to hold are known in the literature. However, most of these results are qualitative in the sense that the parameters of the limit distribution are expressed in terms of some limiting point process. In this paper we will be able to determine the parameters of the limiting stable distribution in terms of some tail characteristics of the underlying stationary seq…
Dilatively stable processes generalize the class of infinitely divisible self-similar processes. We reformulate and extend the definition of dilative stability introduced by Iglói (2008) using characteristic functions. We also generalize the concept of aggregate similarity introduced by Kaj (2005). It turns out that these two notions are essentially the same for infinitely divisible processes. Examples of dilatively stable generalized fractional Lévy processes are given and we point out that certain limit processes in aggregation models are dilatively stable.
This paper proves that if a discrete distribution is infinitely divisible (ID) with integer-valued components, then it has a mass at the origin, which also implies why certain ID discrete laws do not have gaps in its support. We argue that discrete laws also can be stable and such laws do have domain of attraction. Then we give certain recent developments and references not reported in the Bose Dasgupta Rubin (2002) review in Sankhya, and some examples in the topics; infinite divisibility and stability of discrete laws, random infinite divisibility, operator stable laws, class-L laws, Goldie-S…
Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version of this is known to be true as well, the limit process being a stable Lévy process. The main result in the paper is that for a stationary, regularly varying sequence for which clusters of high-threshold excesses can be broken down into asymptotically independent blocks, the properly centered partial sum process still converges to a stable Lévy process. Due …
