Linear de-preferential urn models

Article Type

Research Article

Publication Title

Advances in Applied Probability

Abstract

In this paper we consider a new type of urn scheme, where the selection probabilities are proportional to a weight function, which is linear but decreasing in the proportion of existing colours. We refer to it as the de-preferential urn scheme. We establish the almost-sure limit of the random configuration for any balanced replacement matrix R. In particular, we show that the limiting configuration is uniform on the set of colours if and only if R is a doubly stochastic matrix. We further establish the almost-sure limit of the vector of colour counts and prove central limit theorems for the random configuration as well as for the colour counts.

First Page

1176

Last Page

1192

DOI

10.1017/apr.2018.55

Publication Date

12-1-2018

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