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arxiv: 1802.04489 · v1 · pith:QKFBHU3Qnew · submitted 2018-02-13 · 🧮 math.PR

Unbalanced urn model with random addition

classification 🧮 math.PR
keywords ballsrandomadditiondiscretemodelaccordingalgorithmapproximation
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In this paper, we consider a multi-drawing urn model with random addition. At each discrete time step, we draw a sample of m balls. According to the composition of the drawn colors, we return the balls together with a random number of balls depending on two discrete random variables X and Y with finite means and variances. Via the stochastic approximation algorithm, we give limit theorems describing the asymptotic behavior of white balls.

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