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Unbalanced urn model with random addition

2018/02/13 by Rafik Aguech, Aguech, Rafik, Nabil Lasmar +3
Computer Science · Mathematics · Physics and Astronomy · #Bayesian Methods and Mixture Models #Complex Network Analysis Techniques #Stochastic processes and statistical mechanics #math.PR

paper · pdf · doi:10.48550/arxiv.1802.04489

16 pages

arxiv created 2018/02/13 · arxiv updated 2018/02/14

Abstract

In this paper, we consider a multi-drawing urn model with random addition. At each discrete time step, we draw a sample of m balls. According to the composition of the drawn colors, we return the balls together with a random number of balls depending on two discrete random variables X and Y with finite means and variances. Via the stochastic approximation algorithm, we give limit theorems describing the asymptotic behavior of white balls.

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