On martingale tail sums in affine two-color urn models with multiple drawings
نویسندگان
چکیده
منابع مشابه
P´olya-Type Urn Models with Multiple Drawings
We investigate the distribution, mean value, variance and some limiting properties of an urn model of white and red balls under random multiple drawing (either with or without replacement) when the number of white and red balls added follows a schedule that depends on the number of white balls chosen in each drawing.
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We study an urn model introduced in the paper of Chen and Wei [2], where at each discrete time step m balls are drawn at random from the urn containing colors white and black. Balls are added to the urn according to the inspected colors, generalizing the well known Pólya-Eggenberger urn model, case m = 1. We provide exact expressions for the expectation and the variance of the number of white b...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2017
ISSN: 0021-9002,1475-6072
DOI: 10.1017/jpr.2016.89