Strong convergence of proportions in a multicolor Pólya urn
1997 ◽
Vol 34
(02)
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pp. 426-435
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We prove strong convergence of the proportions Un /Tn of balls in a multitype generalized Pólya urn model, using martingale arguments. The limit is characterized as a convex combination of left dominant eigenvectors of the replacement matrix R, with random Dirichlet coefficients.
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2005 ◽
Vol 57
(1)
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pp. 49-59
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2012 ◽
Vol 142
(1)
◽
pp. 276-288
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2013 ◽
Vol 50
(4)
◽
pp. 1169-1186
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2019 ◽
Vol 34
(4)
◽
pp. 469-483
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