Urn models with two types of strategies

Abstract

We study an urn process containing red and blue balls and two different strategies to reinforce the urn. Namely, a generalized P\'olya-type strategy versus an i.i.d. one. At each step, one of the two reinforcement strategies is chosen by flipping a coin. We study the asymptotic behaviour of this urn model, and prove a law of large numbers, a central limit theorem and a functional limit theorem for the proportion of balls into the urn. A phase transition is also stated.