Characterizations of asymptotic distributions of continuous-time Pólya processes

Chen Chen and Panpan Zhang

Communications in Statistics - Theory and Methods, 2019, vol. 48, issue 21, 5308-5321

Abstract: We propose an elementary but effective approach to studying a general class of Poissonized tenable and balanced urns on two colors. We characterize the asymptotic behavior of the process via a partial differential equation that governs the process, coupled with the method of moments applied in a bootstrapped manner. We show that the limiting distribution of the process underlying the Bagchi-Pal urn is gamma. We also look into the tenable and balanced processes associated with randomized replacement matrix. Similar results carry over to the process, with minor modifications in the methods of proof, done mutatis mutandis.

Date: 2019
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DOI: 10.1080/03610926.2018.1510005

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