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The Urn of Hill, Lane and Sudderth

2025/06/25 by Franchini, Simone
#91B02 #91B42 #91B82 #FOS: Mathematics #G.3 #I.6 #Probability (math.PR)

paper · doi:10.48550/arxiv.2506.20826

Abstract

We review some facts, properties and applications of the urn of Hill, Lane and Sudderth, a paradigmatic model of stochastic process with memory where the urn evolution is as follows: consider an urn of given capacity, at each step a new ball, black or white, is added to the urn with probability that is function (urn function) of the fraction of black balls. The process runs until capacity is reached.

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