This article describes a purely analytic approach to urn models of the generalized or extended Pólya-Eggenberger type, in the case of two types of balls and constant ``balance,'' that is, constant row sum. The treatment starts from a quasilinear first-order partial differential equation associated with a combinatorial renormalization of the model and bases itself on elementary conformal mapping arguments coupled with singularity analysis techniques. Probabilistic consequences in the case of ``subtractive'' urns are new representations for the probability distribution of the urn's composition at any time n, structural information on the shape of moments of all orders, estimates of the speed of convergence to the Gaussian limit and an explicit determination of the associated large deviation function. In the general case, analytic solutions involve Abelian integrals over the Fermat curve x^h+y^h=1. Several urn models, including a classical one associated with balanced trees (2-3 trees and fringe-balanced search trees) and related to a previous study of Panholzer and Prodinger, as well as all urns of balance 1 or 2 and a sporadic urn of balance 3, are shown to admit of explicit representations in terms of Weierstraßelliptic functions: these elliptic models appear precisely to correspond to regular tessellations of the Euclidean plane.
This is the second part of a two-part investigation. We continue the study of a class of balanced urn schemes on balls of two colors (white and black). At each drawing, a sample of size $m\ge 1$ is drawn from the urn and ball addition rules are applied; the special case $m=1$ of sampling only a single ball coincides with ordinary balanced urn models. We consider these multiple drawings under sampling with or without replacement. For the class of affine conditional expected value, we study the number of white balls after $n$ steps. The affine class is parametrized by $Λ$, specified by the ratio…
This is a research endeavor in two parts. We study a class of balanced urn schemes on balls of two colours (say white and black). At each drawing, a sample of size $m\ge 1$ is drawn from the urn, and ball addition rules are applied. We consider these multiple drawings under sampling with or without replacement. We further classify ball addition matrices according to the structure of the expected value into affine and nonaffine classes. We give a necessary and sufficient condition for a scheme to be in the affine subclass. For the affine subclass, we get explicit results for the expected value …
This paper develops an analytic theory for the study of some Polya urns with random rules. The idea is to extend the isomorphism theorem in Flajolet et al. (2006), which connects deterministic balanced urns to a differential system for the generating function. The methodology is based upon adaptation of operators and use of a weighted probability generating function. Systems of differential equations are developed, and when they can be solved, they lead to characterization of the exact distributions underlying the urn evolution. We give a few illustrative examples.
We study a multiple-urn version of the Ehrenfest model. In this setting, we denote the n urns by Urn 1 to Urn n, where n>=2. Initially, M balls are randomly placed in the n urns. At each subsequent step, a ball is selected and put into the other n-1 urns with equal probability. The expected hitting time leading to a change of the M balls' status is computed using the method of stopping times. As a corollary, we obtain the expected hitting time of moving all the M balls from Urn 1 to Urn 2. This proves a conjecture which was recently made in Chen et al.(2017).
We study survival among two competing types in two settings: a planar growth model related to two-neighbour bootstrap percolation, and a system of urns with graph-based interactions. In the planar growth model, uncoloured sites are given a colour at rate $0$, $1$ or $\infty$, depending on whether they have zero, one, or at least two neighbours of that colour. In the urn scheme, each vertex of a graph $G$ has an associated urn containing some number of either blue or red balls (but not both). At each time step, a ball is chosen uniformly at random from all those currently present in the system,…
Consider a generalized time-dependent Pólya urn process defined as follows. Let $d\in \mathbb{N}$ be the number of urns/colors. At each time $n$, we distribute $σ_n$ balls randomly to the $d$ urns, proportionally to $f$, where $f$ is a valid reinforcement function. We consider a general class of positive reinforcement functions $\mathcal{R}$ assuming some monotonicity and growth condition. The class $\mathcal{R}$ includes convex functions and the classical case $f(x)=x^α$, $α>1$. The novelty of the paper lies in extending stochastic approximation techniques to the $d$-dimensional case and prov…
The present paper aims at describing in details the asymptotic composition of a class of d-colour Pólya urn: namely balanced, tenable and irreducible urns. We decompose the composition vector of such urns according to the Jordan decomposition of their replacement matrix. The projections of the composition vector onto the so-called small Jordan spaces are known to be asymptotically gaussian, but the asymptotic behaviour of the projections onto the large Jordan spaces are not known in full details up to now and are discribed by a limiting random variables called W, depending on the parameters of…
We consider Pólya urns with infinitely many colours that are of a random walk type, in two related version. We show that the colour distribution a.s., after rescaling, converges to a normal distribution, assuming only second moments on the offset distribution. This improves results by Bandyopadhyay and Thacker (2014--2017; convergence in probability), and Mailler and Marckert (2017; a.s. convergence assuming exponential moment).
This paper introduces and analyzes a particular class of Polya urns: balls are of two colors, can only be added (the urns are said to be additive) and at every step the same constant number of balls is added, thus only the color compositions varies (the urns are said to be balanced). These properties make this class of urns ideally suited for analysis from an "analytic combinatorics" point-of-view, following in the footsteps of Flajolet-Dumas-Puyhaubert, 2006. Through an algebraic generating function to which we apply a multiple coalescing saddle-point method, we are able to give precise asymp…
We collect, survey and develop methods of (one-dimensional) stochastic approximation in a framework that seems suitable to handle fairly broad generalizations of Polya urns. To show the applicability of the results we determine the limiting fraction of balls in an urn with balls of two colors. We consider two models generalizing the Polya urn, in the first one ball is drawn and replaced with balls of (possibly) both colors according to which color was drawn. In the second, two balls are drawn simultaneously and replaced along with balls of (possibly) both colors according to what combination o…
Consider an urn model whose replacement matrix is triangular, has all entries nonnegative and the row sums are all equal to one. We obtain the strong laws for the counts of balls corresponding to each color. The scalings for these laws depend on the diagonal elements of a rearranged replacement matrix. We use the strong laws obtained to study further behavior of certain three color urn models.
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…
For the plain Polya urn with two colors, black and white, we prove a functional central limit theorem for the number of white balls assuming that the initial number of black balls is large. Depending on the initial number of white balls, the limit is either a pure birth process or a diffusion. We also prove analogous results for the q-Polya urn, which is an urn where, when picking a ball, the balls of one color have priority over those of the other.
The aim of this paper is to study the asymptotic behavior of strongly reinforced interacting urns with partial memory sharing. The reinforcement mechanism considered is as follows: draw at each step and for each urn a white or black ball from either all the urns combined (with probability $p$) or the urn alone (with probability $1-p$) and add a new ball of the same color to this urn. The probability of drawing a ball of a certain color is proportional to $w_k$ where $k$ is the number of balls of this color. The higher the $p$, the more memory is shared between the urns. The main results can be…
Ehrenfest's diffusion model is a well-known classical physical model consisting of two urns and n balls. A group theoretical interpretation of the model by using the Gelfand pair (Z/2Zwr S_{n},S_{n}) is provided by Diaconis-Shahshahani. This interpretation remains valid for an r-urns generalization, in which case, the corresponding Gelfand pair is (S_{r}wr S_{n},S_{r-1}wr S_{n}). In these models, there are no restrictions for ball movements, i.e., each balls can freely move to any urn. This paper introduces interactions between urns arising from actions of finite groups. The degree of freedom …
We introduce a general two colour interacting urn model on a finite directed graph, where each urn at a node, reinforces all the urns in its out-neighbours according to a fixed, non-negative and balanced reinforcement matrix. We show that the fraction of balls of either colour converges almost surely to a deterministic limit if either the reinforcement is not of Pólya type or if the graph is such that every vertex with non-zero in-degree can be reached from some vertex with zero in-degree. We also obtain joint central limit theorems, with appropriate scaling, around the vector of limiting prop…
A classical Pólya urn scheme is a Markov process whose evolution is encoded by a replacement matrix $(R_{i,j})_{1\leq i,j\leq d}$. At every discrete time-step, we draw a ball uniformly at random, denote its colour $c$, and replace it in the urn together with $R_{c,j}$ balls of colour $j$ (for all $1\leq j\leq d$). We are interested in multi-drawing Pólya urns, where the replacement rule depends on the random drawing of a set of $m$ balls from the urn (with or without replacement). This generalisation has already been studied in the literature, in particular by Kuba & Mahmoud (ArXiv:1503.09069 …
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…
An urn contains balls of d colors. At each time, a ball is drawn and then replaced together with a random number of balls of the same color. Assuming that some colors are dominated by others, we prove central limit theorems. Some statistical applications are discussed.
Interacting urns with exponential reinforcement were introduced and studied in Launay (2011). As its parameter $ρ$ tends to $\iy$, this reinforcement mechanism converges to the "generalized" reinforcement, in which the probability of draw may be 0 or 1 for some of the colors, depending on the current configuration. For a single urn, the generalized reinforcement is easy to analyse. We introduce and study the generalized interacting urn model with two or more urns and two colors. Our results concern the law of the so-called non-conformist urns, and answer in the asymptotic sense one of the open…
We consider a version of the classical Pólya urn scheme which incorporates innovations. The space $S$ of colors is an arbitrary measurable set. After each sampling of a ball in the urn, one returns $C$ balls of the same color and additional balls of different colors given by some finite point process $ξ$ on $S$. When the number of steps goes to infinity, the empirical distribution of the colors in the urn converges to the normalized intensity measure of $ξ$, and we analyze the fluctuations. The ratio $ρ= E(C)/E(R)$ of the average number of copies to the average total number of balls returned p…
We consider a system of urns of Polya-type, with balls of two colors; the reinforcement of each urn depends both on the content of the same urn and on the average content of all urns. We show that the urns synchronize almost surely, in the sense that the fraction of balls of a given color converges almost surely, as the time goes to infinity, to the same limit for all urns. A normal approximation for a large number of urns is also obtained.
We study several exactly solvable Polya-Eggenberger urn models with a \emph{diminishing} character, namely, balls of a specified color, say $x$ are completely drawn after a finite number of draws. The main quantity of interest here is the number of balls left when balls of color $x$ are completely removed. We consider several diminishing urns studied previously in the literature such as the pills problem, the cannibal urns and the OK Corral problem, and derive exact and limiting distributions. Our approach is based on solving recurrences via generating functions and partial differential equati…
The fringe of a B-tree with parameter $m$ is considered as a particular Pólya urn with $m$ colors. More precisely, the asymptotic behaviour of this fringe, when the number of stored keys tends to infinity, is studied through the composition vector of the fringe nodes. We establish its typical behaviour together with the fluctuations around it. The well known phase transition in Pólya urns has the following effect on B-trees: for $m\leq 59$, the fluctuations are asymptotically Gaussian, though for $m\geq 60$, the composition vector is oscillating; after scaling, the fluctuations of such an urn …
In this paper we are concerned with $N$-urn susceptible-infected-removed epidemics, where each urn is in one of three states, namely `susceptible', `infected' and `removed'. We assume that recovery rates of infected urns and infection rates between infected and susceptible urns are all coordinate-dependent. We show that the hydrodynamic limit of our model is driven by a deterministic $(C[0, 1])^\prime$-valued process with density which is the solution to a nonlinear $C[0, 1]$-valued ordinary differential equation consistent with a mean-field analysis. We further show that the fluctuation of ou…
Consider a Pólya urn with balls of several colours, where balls are drawn sequentially and each drawn ball immediately is replaced together with a fixed number of balls of the same colour. It is well-known that the proportions of balls of the different colours converge in distribution to a Dirichlet distribution. We show that the rate of convergence is $Θ(1/n)$ in the minimal $L_p$ metric for any $p\in[1,\infty]$, extending a result by Goldstein and Reinert; we further show the same rate for the Lévy distance, while the rate for the Kolmogorov distance depends on the parameters, i.e., on the i…
In classical urn models, one usually draws one ball with replacement at each time unit and then adds one ball of the same colour. Given a weight sequence $(w_k)_{k\in\N}$, the probability of drawing a ball of a certain colour is proportional to $w_k$ where $k$ is the number of balls of this colour. A classical result states that an urn fixates on one colour after a finite time if an only if $\sum_{0}^\infty w_k^{-1} < \infty$. In this paper we shall study the case when at each time unit we draw with replacement a number $d\in\N$ of balls and then add $d$ new balls of matching colours. The main…
In this paper, we explain the connection between the Elephant Random Walk (ERW) and an urn model à la Pólya and derive functional limit theorems for the former. The ERW model was introduced by Schütz and Trimper [2004] to study memory effects in a one-dimensional discrete-time random walk with a complete memory of its past. The influence of the memory is measured in terms of a parameter $p$ between zero and one. In the past years, a considerable effort has been undertaken to understand the large-scale behavior of the ERW, depending on the choice of $p$. Here, we use known results on urns to ex…
This paper is devoted to a direct martingale approach for P{ó}lya urn models asymptotic behaviour. A P{ó}lya process is said to be small when the ratio of its remplacement matrix eigenvalues is less than or equal to 1/2, otherwise it is called large. We find again some well-known results on the asymptotic behaviour for small and large urns processes. We also provide new almost sure properties for small urns processes.
We investigate reinforced non-linear urns with interacting types, and show that where there are three interacting types there are phenomena which do not occur with two types. In a model with three types where the interactions between the types are symmetric, we show the existence of a double phase transition with three phases: as well as a phase with an almost sure limit where each of the three colours is equally represented and a phase with almost sure convergence to an asymmetric limit, which both occur with two types, there is also an intermediate phase where both symmetric and asymmetric l…
Consider a number, finite or not, of urns each with fixed capacity $r$ and balls randomly distributed among them. An overflow is the number of balls that are assigned to urns that already contain $r$ balls. When $r=1$, using analytic methods, Hwang and Janson gave conditions under which the overflow (which in this case is just the number of balls landing in non--empty urns) has an asymptotically Poisson distribution as the number of balls grows to infinity. Our aim here is to systematically study the asymptotics of the overflow in general situation, i.~e. for arbitrary $r$. In particular, we p…
In this paper, we prove functional limit theorems for Pólya urn processes whose number of draws and initial number of balls tend to infinity together. This is motivated by recent work of Borovkov [5], where they prove a functional limit theorem for this model when the urn has identity replacement rule. We generalize this result to arbitrary balanced replacement rules (the total number of balls added to the urn is deterministic). Three asymptotic regimes are possible depending on how one lets the number of initial balls scale with the number of draws of the urn. In each regime, we show a first …
A cyclic urn is an urn model for balls of types $0,\ldots,m-1$. The urn starts at time zero with an initial configuration. Then, in each time step, first a ball is drawn from the urn uniformly and independently from the past. If its type is $j$, it is then returned to the urn together with a new ball of type $j+1 \mod m$. The case $m=2$ is the well-known Friedman urn. The composition vector, i.e., the vector of the numbers of balls of each type after $n$ steps is, after normalization, known to be asymptotically normal for $2\le m\le 6$. For $m\ge 7$ the normalized composition vector is known n…
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 …
We study the number of white balls in a classical Pólya urn model with the additional feature that, at random times, a black ball is added to the urn. The number of draws between these random times are i.i.d. and, under certain moment conditions on the inter-arrival distribution, we characterize the limiting distribution of the (properly scaled) number of white balls as the number of draws goes to infinity. The possible limiting distributions obtained in this way vary considerably depending on the inter-arrival distribution and are difficult to describe explicitly. However, we show that the li…
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…
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.
We consider systems of interacting Generalized Friedman's Urns (GFUs) having irreducible mean replacement matrices. The interaction is modeled through the probability to sample the colors from each urn, that is defined as convex combination of the urn proportions in the system. From the weights of these combinations we individuate subsystems of urns evolving with different behaviors. We provide a complete description of the asymptotic properties of urn proportions in each subsystem by establishing limiting proportions, convergence rates and Central Limit Theorems. The main proofs are based on …
We study a new class of time inhomogeneous Pólya-type urn schemes and give optimal rates of convergence for the distribution of the properly scaled number of balls of a given color to nearly the full class of generalized gamma distributions with integer parameters, a class which includes the Rayleigh, half-normal and gamma distributions. Our main tool is Stein's method combined with characterizing the generalized gamma limiting distributions as fixed points of distributional transformations related to the equilibrium distributional transformation from renewal theory. We identify special cases …
A cyclic urn is an urn model for balls of types $0,\ldots,m-1$ where in each draw the ball drawn, say of type $j$, is returned to the urn together with a new ball of type $j+1 \mod m$. The case $m=2$ is the well-known Friedman urn. The composition vector, i.e., the vector of the numbers of balls of each type after $n$ steps is, after normalization, known to be asymptotically normal for $2\le m\le 6$. For $m\ge 7$ the normalized composition vector does not converge. However, there is an almost sure approximation by a periodic random vector. In this paper the asymptotic fluctuations around this …
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 l…
The paper considers urn schemes in which several urns can be involved. Simplified formulas are proposed that allow direct calculation of probabilities without the use of elements combinatorics.
In two recent works, Kuba and Mahmoud (arXiv:1503.090691 and arXiv:1509.09053) introduced the family of two-color affine balanced Polya urn schemes with multiple drawings. We show that, in large-index urns (urn index between $1/2$ and $1$) and triangular urns, the martingale tail sum for the number of balls of a given color admits both a Gaussian central limit theorem as well as a law of the iterated logarithm. The laws of the iterated logarithm are new even in the standard model when only one ball is drawn from the urn in each step (except for the classical Polya urn model). Finally, we prove…
In this paper we are concerned with a family of $N$-urn branching processes, where some particles are put into $N$ urns initially and then each particle gives birth to several new particles in some urn when dies. This model includes the $N$-urn Ehrenfest model and the $N$-urn branching random walk as special cases. We show that the scaling limit of the process is driven by a $C(\mathbb{T})$-valued linear ordinary differential equation and the fluctuation of the process is driven by a generalized Ornstein-Uhlenbeck process in the dual of $C^\infty(\mathbb{T})$, where $\mathbb{T}=(0, 1]$ is the …
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…
Consider throwing $n$ balls at random into $m$ urns, each ball landing in urn $i$ with probability $p_i$. Let $S$ be the resulting number of singletons, i.e., urns containing just one ball. We give an error bound for the Kolmogorov distance from $S$ to the normal, and estimates on its variance. These show that if $n$, $m$ and $(p_i, 1 \leq i \leq m)$ vary in such a way that $\sup_i p_i = O(n^{-1})$, then $S$ satisfies a CLT if and only if $n^2 \sum_i p_i^2$ tends to infinity, and demonstrate an optimal rate of convergence in the CLT in this case. In the uniform case $(p_i \equiv m^{-1}) with $…
