A martingale approach for P\'olya urn processes

10 Mar 2020 Laulin Lucile IMB

This paper is devoted to a direct martingale approach for P{\'o}lya urn models asymptotic behaviour. A P{\'o}lya process is said to be small when the ratio of its remplacement matrix eigenvalues is less than or equal to 1/2, otherwise it is called large... (read more)

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  • PROBABILITY