Smoothing Equations for Large Pólya Urns

Autor:	Cécile Mailler, Brigitte Chauvin, Nicolas Pouyanne
Přispěvatelé:	Laboratoire de Mathématiques de Versailles (LMV), Université de Versailles Saint-Quentin-en-Yvelines (UVSQ)-Université Paris-Saclay-Centre National de la Recherche Scientifique (CNRS)
Rok vydání:	2013
Předmět:	Statistics and Probability P olya urn. Urn model. Martingale. Multitype branching process. Smoothing transforms. Contraction method. Characteristic function. Moment-determined probability distributions ACM Primary: 60C05. Secondary: 60J80 05D40 Multivariate random variable General Mathematics 010102 general mathematics 01 natural sciences [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] Combinatorics 010104 statistics & probability Bounded function Radius of convergence 0101 mathematics Statistics Probability and Uncertainty Martingale (probability theory) Random variable Real line Eigenvalues and eigenvectors Mathematics Probability measure
Zdroj:	Journal of Theoretical Probability. 28:923-957
ISSN:	1572-9230 0894-9840
DOI:	10.1007/s10959-013-0530-z
Popis:	Consider a balanced nontriangular two-color Polya–Eggenberger urn process, assumed to be large, which means that the ratio $$\sigma $$ of the replacement matrix eigenvalues satisfies $$1/2
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f59659c03fa6f151c846aa7fbeeda55f https://doi.org/10.1007/s10959-013-0530-z Zobrazit plný text záznamu Full text from SpringerLink