IDEAS home Printed from https://ideas.repec.org/a/spr/jotpro/v28y2015i3d10.1007_s10959-013-0530-z.html
   My bibliography  Save this article

Smoothing Equations for Large Pólya Urns

Author

Listed:
  • Brigitte Chauvin

    (Université de Versailles-St-Quentin)

  • Cécile Mailler

    (Université de Versailles-St-Quentin)

  • Nicolas Pouyanne

    (Université de Versailles-St-Quentin)

Abstract

Consider a balanced nontriangular two-color Pólya–Eggenberger urn process, assumed to be large, which means that the ratio $$\sigma $$ σ of the replacement matrix eigenvalues satisfies $$1/2

Suggested Citation

  • Brigitte Chauvin & Cécile Mailler & Nicolas Pouyanne, 2015. "Smoothing Equations for Large Pólya Urns," Journal of Theoretical Probability, Springer, vol. 28(3), pages 923-957, September.
    • Handle: RePEc:spr:jotpro:v:28:y:2015:i:3:d:10.1007_s10959-013-0530-z
    DOI: 10.1007/s10959-013-0530-z
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10959-013-0530-z
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1007/s10959-013-0530-z?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Liu, Quansheng, 1999. "Asymptotic properties of supercritical age-dependent branching processes and homogeneous branching random walks," Stochastic Processes and their Applications, Elsevier, vol. 82(1), pages 61-87, July.
    2. Janson, Svante, 2004. "Functional limit theorems for multitype branching processes and generalized Pólya urns," Stochastic Processes and their Applications, Elsevier, vol. 110(2), pages 177-245, April.
    3. Liu, Quansheng, 2001. "Asymptotic properties and absolute continuity of laws stable by random weighted mean," Stochastic Processes and their Applications, Elsevier, vol. 95(1), pages 83-107, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Huang, Chunmao & Liu, Quansheng, 2012. "Moments, moderate and large deviations for a branching process in a random environment," Stochastic Processes and their Applications, Elsevier, vol. 122(2), pages 522-545.
    2. Crimaldi, Irene & Dai Pra, Paolo & Louis, Pierre-Yves & Minelli, Ida G., 2019. "Synchronization and functional central limit theorems for interacting reinforced random walks," Stochastic Processes and their Applications, Elsevier, vol. 129(1), pages 70-101.
    3. Michael D Nicholson & Tibor Antal, 2019. "Competing evolutionary paths in growing populations with applications to multidrug resistance," PLOS Computational Biology, Public Library of Science, vol. 15(4), pages 1-25, April.
    4. José Moler & Fernando Plo & Henar Urmeneta, 2013. "A generalized Pólya urn and limit laws for the number of outputs in a family of random circuits," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 22(1), pages 46-61, March.
    5. Mailler, Cécile & Marckert, Jean-François, 2022. "Parameterised branching processes: A functional version of Kesten & Stigum theorem," Stochastic Processes and their Applications, Elsevier, vol. 152(C), pages 339-377.
    6. Kortchemski, Igor, 2015. "A predator–prey SIR type dynamics on large complete graphs with three phase transitions," Stochastic Processes and their Applications, Elsevier, vol. 125(3), pages 886-917.
    7. Kuhlbusch, Dirk, 2004. "On weighted branching processes in random environment," Stochastic Processes and their Applications, Elsevier, vol. 109(1), pages 113-144, January.
    8. Bassetti, Federico & Matthes, Daniel, 2014. "Multi-dimensional smoothing transformations: Existence, regularity and stability of fixed points," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 154-198.
    9. Dimitris Cheliotis & Dimitra Kouloumpou, 2022. "Functional Limit Theorems for the Pólya Urn," Journal of Theoretical Probability, Springer, vol. 35(3), pages 2038-2051, September.
    10. Kaj, Ingemar & Tahir, Daniah, 2019. "Stochastic equations and limit results for some two-type branching models," Statistics & Probability Letters, Elsevier, vol. 150(C), pages 35-46.
    11. Bassetti, Federico & Ladelli, Lucia, 2023. "Central limit theorem in uniform metrics for generalized Kac equations," Stochastic Processes and their Applications, Elsevier, vol. 166(C).
    12. Patrizia Berti & Irene Crimaldi & Luca Pratelli & Pietro Rigo, 2009. "Central Limit Theorems For Multicolor Urns With Dominated Colors," Quaderni di Dipartimento 106, University of Pavia, Department of Economics and Quantitative Methods.
    13. Li, Yingqiu & Liu, Quansheng & Peng, Xuelian, 2019. "Harmonic moments, large and moderate deviation principles for Mandelbrot’s cascade in a random environment," Statistics & Probability Letters, Elsevier, vol. 147(C), pages 57-65.
    14. Yang, Hairuo, 2023. "On the law of terminal value of additive martingales in a remarkable branching stable process," Stochastic Processes and their Applications, Elsevier, vol. 158(C), pages 361-376.
    15. Buraczewski, Dariusz, 2009. "On tails of fixed points of the smoothing transform in the boundary case," Stochastic Processes and their Applications, Elsevier, vol. 119(11), pages 3955-3961, November.
    16. Yuan Ao & Li Qizhai & Xiong Ming & Tan Ming T., 2016. "Adaptive Design for Staggered-Start Clinical Trial," The International Journal of Biostatistics, De Gruyter, vol. 12(2), pages 1-17, November.
    17. Quansheng Liu & Emmanuel Rio & Alain Rouault, 2003. "Limit Theorems for Multiplicative Processes," Journal of Theoretical Probability, Springer, vol. 16(4), pages 971-1014, October.
    18. Soumaya Idriss & Hosam Mahmoud, 2023. "Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes," Methodology and Computing in Applied Probability, Springer, vol. 25(2), pages 1-16, June.
    19. Berti, Patrizia & Crimaldi, Irene & Pratelli, Luca & Rigo, Pietro, 2010. "Central limit theorems for multicolor urns with dominated colors," Stochastic Processes and their Applications, Elsevier, vol. 120(8), pages 1473-1491, August.
    20. Bertoin, Jean, 2006. "Different aspects of a random fragmentation model," Stochastic Processes and their Applications, Elsevier, vol. 116(3), pages 345-369, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:28:y:2015:i:3:d:10.1007_s10959-013-0530-z. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.