论文标题

pólyaurn流程的martingale方法

A martingale approach for Pólya urn processes

论文作者

Laulin, Lucile

论文摘要

本文专门针对P {ó} Lya Urn模型的直接Martingale方法。当p {Ó} lya过程很小,当其remplacement矩阵特征值的比率小于或等于1/2时,否则称为大。我们再次发现了一些关于大小urn流程的渐近行为的众所周知的结果。我们还为小urns过程提供了新的几乎确定的属性。

This paper is devoted to a direct martingale approach for P{ó}lya urn models asymptotic behaviour. A P{ó}lya process is said to be small when the ratio of its remplacement matrix eigenvalues is less than or equal to 1/2, otherwise it is called large. We find again some well-known results on the asymptotic behaviour for small and large urns processes. We also provide new almost sure properties for small urns processes.

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