Corrigendum to “Large Deviations for Generalized Polya urns with arbitrary Urn Function” [Stochastic Processes and their Applications 127 (2017) 3372 – 3411]

Simone Franchini

Stochastic Processes and their Applications, 2025, vol. 189, issue C

Abstract: We find and correct a mistake in the formulas for the cumulant generating function ψ of the linear urn problem that are given in the Corollary 12 of Franchini (2017), and its proof. In particular, the correct function ψ+ is as follows: e−ψ+λ;b>0=1−abeabλ1−e−λ1bBab,b−1b;1−e−λ,1for the positive branch b>0 and e−ψ+λ;b<0=1+abeabλ1−e−λ1bBab,b−1b;0,1−e−λfor the negative branch b<0. We remark that this issue does not affect the main result, nor any other finding of the paper. We also correct a minor typo in the proof of Theorem 9.

Date: 2025
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DOI: 10.1016/j.spa.2025.104745

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