Skip to content

An algebraic approach to Polya processes

Nicolas Pouyanne

math.COarXiv:math/0605472

Abstract

Pólya processes are natural generalization of Pólya-Eggenberger urn models. This article presents a new approach of their asymptotic behaviour via moments, based on the spectral decomposition of a suitable finite difference operator on polynomial functions. Especially, it provides new results for large processes (a Pólya process is called small when 1 is simple eigenvalue of its replacement matrix and when any other eigenvalue has a real part ≤ 1/2; otherwise, it is called large).

Create a lesson