Generalized Polya urns via stochastic approximation - Mathematics > ProbabilityReport as inadecuate




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Abstract: We collect, survey and develop methods of one-dimensional stochasticapproximation in a framework that seems suitable to handle fairly broadgeneralizations of Polya urns. To show the applicability of the results wedetermine the limiting fraction of balls in an urn with balls of two colors. Weconsider two models generalizing the Polya urn, in the first one ball is drawnand replaced with balls of possibly both colors according to which color wasdrawn. In the second, two balls are drawn simultaneously and replaced alongwith balls of possibly both colors according to what combination of colorswere drawn.



Author: Henrik Renlund

Source: https://arxiv.org/







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