{ "id": "2204.03470", "version": "v1", "published": "2022-04-07T14:33:21.000Z", "updated": "2022-04-07T14:33:21.000Z", "title": "Limits of Pólya urns with innovations", "authors": [ "Jean Bertoin" ], "categories": [ "math.PR" ], "abstract": "We consider a version of the classical P\\'olya urn scheme which incorporates innovations. The space $S$ of colors is an arbitrary measurable set. After each sampling of a ball in the urn, one returns $C$ balls of the same color and additional balls of different colors given by some finite point process $\\xi$ on $S$. When the number of steps goes to infinity, the empirical distribution of the colors in the urn converges to the normalized intensity measure of $\\xi$, and we analyze the fluctuations. The ratio $\\rho= E(C)/E(R)$ of the average number of copies to the average total number of balls returned plays a key role.", "revisions": [ { "version": "v1", "updated": "2022-04-07T14:33:21.000Z" } ], "analyses": { "subjects": [ "60F17", "60G44", "60J85", "62G30" ], "keywords": [ "pólya urns", "finite point process", "classical polya urn scheme", "average total number", "additional balls" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }