Smoothing equations for large Pólya urns

2013/02/06 by Brigitte Chauvin, Chauvin, Brigitte, Cécile Mailler +3 · 1 citation
Mathematics · #Stochastic processes and statistical mechanics #Random Matrices and Applications #Markov Chains and Monte Carlo Methods

paper · pdf · doi:10.48550/arxiv.1302.1412

Abstract

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

Citations

• Embedding of Urn Schemes into Continuous Time Markov Branching Processes and Related Limit Theorems

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• Random walks with echoed steps I

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