
arXiv: 1904.06144
AbstractWe consider the generalization of the Pólya urn scheme with possibly infinitely many colors, as introduced in [37], [4], [5], and [6]. For countably many colors, we prove almost sure convergence of the urn configuration under theuniform ergodicityassumption on the associated Markov chain. The proof uses a stochastic coupling of the sequence of chosen colors with abranching Markov chainon a weightedrandom recursive treeas described in [6], [31], and [26]. Using this coupling we estimate the covariance between any two selected colors. In particular, we re-prove the limit theorem for the classical urn models with finitely many colors.
Sums of independent random variables; random walks, random recursive tree, infinite color urn, uniform ergodicity, Probability (math.PR), Central limit and other weak theorems, branching Markov chain, reinforcement processes, Large deviations, FOS: Mathematics, almost sure convergence, urn models, Mathematics - Probability
Sums of independent random variables; random walks, random recursive tree, infinite color urn, uniform ergodicity, Probability (math.PR), Central limit and other weak theorems, branching Markov chain, reinforcement processes, Large deviations, FOS: Mathematics, almost sure convergence, urn models, Mathematics - Probability
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