Search Results - subject:"Polya's Urn Model"

Urn Models and Their Applications in Finance

Hisakado, Masato - 2025

processes and applications of urn models in the field of finance. The Pólya urn model is simple but has rich content and diverse …

Persistent link: https://www.econbiz.de/10015410830

On sooner and later waiting time distributions associated with simple patterns in a sequence of bivariate trials

Inoue, Kiyoshi; Aki, Sigeo - In: Metrika 77 (2014) 7, pp. 895-920

In this article, we study sooner/later waiting time problems for simple patterns in a sequence of bivariate trials. The double generating functions of the sooner/later waiting times for the simple patterns are expressed in terms of the double generating functions of the numbers of occurrences of...

Persistent link: https://www.econbiz.de/10010938228

A generalized Pólya urn and limit laws for the number of outputs in a family of random circuits

Moler, José; Plo, Fernando; Urmeneta, Henar - In: TEST: An Official Journal of the Spanish Society of … 22 (2013) 1, pp. 46-61

We introduce a generalized Pólya urn model with the feature that the evolution of the urn is governed by a function …

Persistent link: https://www.econbiz.de/10010994259

A random clustering process

Sibuya, Masaaki - In: Annals of the Institute of Statistical Mathematics 45 (1993) 3, pp. 459-465

Persistent link: https://www.econbiz.de/10005760322