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 obtain Azuma bounds for the probabilities of being away from the limit for a class of urn models. The method consists of relating the variables to certain linear combinations using eigenvectors of the replacement matrix, thus bringing in appropriate martingales. Some cases of repeated eigenvalues are also considered using Jordan vectors.
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).
We consider weighted negatively reinforced urn schemes with finitely many colours. An urn scheme is called negatively reinforced, if the selection probability for a colour is proportional to the weight $w$ of the colour proportion, where $w$ is a non-increasing function. Under certain assumptions on the replacement matrix $R$ and weight function $w$, such as, $w$ is differentiable and $w(0) < \infty$, we obtain almost sure convergence of the random configuration of the urn model. In particular, we show that if $R$ is doubly stochastic the random configuration of the urn converges to the unifor…
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 …
In this paper, we consider a new type of urn scheme, where the selection probabilities are proportional to a weight function, which is linear but decreasing in the proportion of existing colours. We refer to it as the \emph{negatively reinforced} urn scheme. We establish almost sure limit of the random configuration for any \emph{balanced} replacement matrix $R$. In particular, we show that the limiting configuration is uniform on the set of colours, if and only if, $R$ is a \emph{doubly stochastic} matrix. We further establish almost sure limit of the vector of colour counts and prove central…
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…
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…
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…
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 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…
We consider a time-dependent version of a Pólya urn containing black and white balls. At each time $n$ a ball is drawn from the urn at random and replaced in the urn along with $σ_n$ additional balls of the same colour. The proportion of white balls converges almost surely to a random limit $Θ$, and $\mathcal{D}=\{Θ\in\{0,1\}\}$ denotes the event when one of the colours dominates. The phase transition, in terms of the sequence $(σ_n)$, between the regimes ${\mathbb P}(\mathcal{D})=1$ and ${\mathbb P}(\mathcal{D})<1$ was obtained by R. Pemantle in 1990. We describe the phase transition between …
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…
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,…
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 …
Consider a (possibly infinite) exchangeable sequence X={X_n:1\leqn<N}, where N\in N\cup {\infty}, with values in a Borel space (A,A), and note X_n=(X_1,...,X_n). We say that X is Hoeffding decomposable if, for each n, every square integrable, centered and symmetric statistic based on X_n can be written as an orthogonal sum of n U-statistics with degenerated and symmetric kernels of increasing order. The only two examples of Hoeffding decomposable sequences studied in the literature are i.i.d. random variables and extractions without replacement from a finite population. In the first part of th…
