Azuma-Hoeffding bounds for a class of urn models

Article Type

Research Article

Publication Title

Statistics and Probability Letters

Abstract

We obtain Azuma-Hoeffding bounds, which are exponentially decreasing, for the probabilities of being away from the limit for a class of urn models. The method consists of relating the variables to certain linear combinations using eigenvectors of the replacement matrix, thus bringing in appropriate martingales. Some cases of repeated eigenvalues are also considered using cyclic vectors. Moreover, strong convergence of proportions is proved as an application of these bounds.

DOI

10.1016/j.spl.2023.109940

Publication Date

1-1-2024

Comments

Open Access; Green Open Access

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