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arXiv 2011-06-21 0 views

On generalized Pólya urn models

Chen, May-Ru · Kuba, Markus

Original · EN

We study an urn model introduced in the paper of Chen and Wei, 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 balls after n draws, and determine the structure of higher moments. Moreover, we discuss extensions to more than two colors. Furthermore, we introduce and discuss a new urn model where the sampling of the m balls is carried out in a step-by-step fashion, and also introduce a generalized Friedman's urn model.

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