Publication: Limits of Pólya urns with innovations
Limits of Pólya urns with innovations
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Bertoin, J. (2023). Limits of Pólya urns with innovations. Electronic Journal of Probability, 28(141), 1–19. https://doi.org/10.1214/23-ejp1047
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We consider a version of the classical Pólya urn scheme which incorporates innovations. The space S of colors is an arbitrary measurable set. After each sampling of a ball in the urn, one returns C balls of the same color and additional balls of different colors given by some finite point process ξ on S, where the distribution Ps of the pair (C,ξ) depends on the sampled color s. We suppose that the average number of copies Es(C) is the same for all s∈S, and that the intensity measures of innovations have the form Es(ξ)=a(s)μ for some
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Bertoin, J. (2023). Limits of Pólya urns with innovations. Electronic Journal of Probability, 28(141), 1–19. https://doi.org/10.1214/23-ejp1047
