Strong convergence of infinite color balanced urns under uniform ergodicity
In: Journal of Applied Probability, Jg. 57 (2020), Heft 3, S. 853-865
Online
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Zugriff:
We consider the generalization of the Polya urn scheme with possibly infinitely many colors, as introduced in [37], [4], [5], and [6]. For countably many colors, we prove almost sure convergence of the urn configuration under theuniform ergodicityassumption on the associated Markov chain. The proof uses a stochastic coupling of the sequence of chosen colors with abranching Markov chainon a weightedrandom recursive treeas described in [6], [31], and [26]. Using this coupling we estimate the covariance between any two selected colors. In particular, we re-prove the limit theorem for the classical urn models with finitely many colors.
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Strong convergence of infinite color balanced urns under uniform ergodicity
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Autor/in / Beteiligte Person: | Bandyopadhyay, Antar ; Janson, Svante ; Thacker, Debleena |
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Zeitschrift: | Journal of Applied Probability, Jg. 57 (2020), Heft 3, S. 853-865 |
Veröffentlichung: | 2020 |
Medientyp: | unknown |
ISSN: | 0021-9002 (print) ; 1475-6072 (print) |
DOI: | 10.1017/jpr.2020.37 |
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