On generalized pólya urn models

• Autores: May-Ru Chen, Markus Kuba
• Localización: Journal of Applied Probability, ISSN-e 0021-9002, Vol. 50, Nº. 4, 2013, págs. 1169-1186
• Idioma: inglés
• DOI: 10.1017/s0021900200013863
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• Resumen

  • We study an urn model introduced in the paper of Chen and Wei (2005), where at each discrete time step m balls are drawn at random from the urn containing colors white and black. Balls are added to the urn according to the inspected colors, generalizing the well known Pólya-Eggenberger urn model, case m = 1. We provide exact expressions for the expectation and the variance of the number of white balls after n draws, and determine the structure of higher moments. Moreover, we discuss extensions to more than two colors. Furthermore, we introduce and discuss a new urn model where the sampling of the m balls is carried out in a step-by-step fashion, and also introduce a generalized Friedman's urn model.