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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
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    References listed on IDEAS

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    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)

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