Correlated Binomial Models and Pólya Urn Model

Masato Hisakado
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Masato Hisakado: Nomura Hodings, Inc.

Chapter Chapter 2 in Urn Models and Their Applications in Finance, 2025, pp 9-28 from Springer

Abstract: Abstract Incorporation of correlation $$\rho $$ ρ into Bernoulli random variables $$X(i) (i=1,2,\ldots N)$$ X ( i ) ( i = 1 , 2 , … N ) taking the value 1 with probability p and taking the value 0 with probability $$1-p$$ 1 - p has a long history and has been widely discussed in a variety of fields such as science, mathematics, and engineering.

Date: 2025
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DOI: 10.1007/978-981-96-3825-3_2

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