Pólya urns via the contraction method

  • In this thesis, the asymptotic behaviour of Pólya urn models is analyzed, using an approach based on the contraction method. For this, a combinatorial discrete time embedding of the evolution of the composition of the urn into random rooted trees is used. The recursive structure of the trees is used to study the asymptotic behavior using ideas from the contraction method. The approach is applied to a couple of concrete Pólya urns that lead to limit laws with normal distributions, with non-normal limit distributions, or with asymptotic periodic distributional behavior. Finally, an approach more in the spirit of earlier applications of the contraction method is discussed for one of the examples. A general transfer theorem of the contraction method is extended to cover this example, leading to conditions on the coefficients of the recursion that are not only weaker but also in general easier to check.

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Metadaten
Author:Margarete Knape
URN:urn:nbn:de:hebis:30:3-322846
Publisher:Univ.-Bibliothek
Place of publication:Frankfurt am Main
Referee:Ralph NeiningerORCiDGND, Hosam M. Mahmoud
Advisor:Ralph Neininger
Document Type:Doctoral Thesis
Language:English
Date of Publication (online):2013/11/10
Year of first Publication:2013
Publishing Institution:Universitätsbibliothek Johann Christian Senckenberg
Granting Institution:Johann Wolfgang Goethe-Universität
Date of final exam:2013/11/08
Release Date:2013/11/19
Tag:Pólya urn; contraction method; probability metric; recursive distributional equation; weak convergence
Page Number:84
HeBIS-PPN:33384145X
Institutes:Informatik und Mathematik / Mathematik
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik
Sammlungen:Universitätspublikationen
Licence (German):License LogoDeutsches Urheberrecht