Positive Reinforced Generalized Time-Dependent Pólya Urns via Stochastic Approximation
(2024)
Journal Article
Ruszel, W. M., & Thacker, D. (2024). Positive Reinforced Generalized Time-Dependent Pólya Urns via Stochastic Approximation. Journal of Theoretical Probability, 37(4), 2859-2885. https://doi.org/10.1007/s10959-024-01366-w
Consider a generalized time-dependent Pólya urn process defined as follows. Let d ∈ N be the number of urns/colors. At each time n, we distribute σn balls randomly to the d urns, proportionally to f , where f is a valid reinforcement function. We con... Read More about Positive Reinforced Generalized Time-Dependent Pólya Urns via Stochastic Approximation.