scholarly journals Limit laws for a class of diminishing urn models.

2007 ◽  
Vol DMTCS Proceedings vol. AH,... (Proceedings) ◽  
Author(s):  
Markus Kuba ◽  
Alois Panholzer

International audience In this work we analyze a class of diminishing 2×2 Pólya-Eggenberger urn models with ball replacement matrix M given by $M= \binom{ -a \,0}{c -d}, a,d∈\mathbb{N}$ and $c∈\mathbb{N} _0$. We obtain limit laws for this class of 2×2 urns by giving estimates for the moments of the considered random variables. As a special instance we obtain limit laws for the pills problem, proposed by Knuth and McCarthy, which corresponds to the special case $a=c=d=1$. Furthermore, we also obtain limit laws for the well known sampling without replacement urn, $a=d=1$ and $c=0$, and corresponding generalizations, $a,d∈\mathbb{N}$ and $c=0$.

2012 ◽  
Vol 44 (1) ◽  
pp. 87-116 ◽  
Author(s):  
Markus Kuba ◽  
Alois Panholzer

In this work we analyze a class of 2 × 2 Pólya-Eggenberger urn models with ball replacement matrix and c = pa with . We determine limiting distributions by obtaining a precise recursive description of the moments of the considered random variables, which allows us to deduce asymptotic expansions of the moments. In particular, we obtain limiting distributions for the pills problem a = c = d = 1, originally proposed by Knuth and McCarthy. Furthermore, we also obtain limiting distributions for the well-known sampling without replacement urn, a = d = 1 and c = 0, and generalizations of it to arbitrary and c = 0. Moreover, we obtain a recursive description of the moment sequence for a generalized problem.


2008 ◽  
Vol DMTCS Proceedings vol. AI,... (Proceedings) ◽  
Author(s):  
Uwe Schwerdtfeger

International audience We asymptotically analyse the volume random variables of general, symmetric and cyclically symmetric plane partitions fitting inside a box. We consider the respective symmetry class equipped with the uniform distribution. We also prove area limit laws for two ensembles of Ferrers diagrams. Most limit laws are Gaussian.


2012 ◽  
Vol DMTCS Proceedings vol. AQ,... (Proceedings) ◽  
Author(s):  
Markus Kuba ◽  
Alois Panholzer

International audience We use death processes and embeddings into continuous time in order to analyze several urn models with a diminishing content. In particular we discuss generalizations of the pill's problem, originally introduced by Knuth and McCarthy, and generalizations of the well known sampling without replacement urn models, and OK Corral urn models.


2012 ◽  
Vol 44 (01) ◽  
pp. 87-116 ◽  
Author(s):  
Markus Kuba ◽  
Alois Panholzer

In this work we analyze a class of 2 × 2 Pólya-Eggenberger urn models with ball replacement matrix and c = pa with . We determine limiting distributions by obtaining a precise recursive description of the moments of the considered random variables, which allows us to deduce asymptotic expansions of the moments. In particular, we obtain limiting distributions for the pills problem a = c = d = 1, originally proposed by Knuth and McCarthy. Furthermore, we also obtain limiting distributions for the well-known sampling without replacement urn, a = d = 1 and c = 0, and generalizations of it to arbitrary and c = 0. Moreover, we obtain a recursive description of the moment sequence for a generalized problem.


1965 ◽  
Vol 2 (02) ◽  
pp. 352-376 ◽  
Author(s):  
Samuel Karlin ◽  
James McGregor

In the Ehrenfest model with continuous time one considers two urns and N balls distributed in the urns. The system is said to be in stateiif there areiballs in urn I, N −iballs in urn II. Events occur at random times and the time intervals T between successive events are independent random variables all with the same negative exponential distributionWhen an event occurs a ball is chosen at random (each of theNballs has probability 1/Nto be chosen), removed from its urn, and then placed in urn I with probabilityp, in urn II with probabilityq= 1 −p, (0 <p< 1).


1996 ◽  
Vol 33 (01) ◽  
pp. 146-155 ◽  
Author(s):  
K. Borovkov ◽  
D. Pfeifer

In this paper we consider improvements in the rate of approximation for the distribution of sums of independent Bernoulli random variables via convolutions of Poisson measures with signed measures of specific type. As a special case, the distribution of the number of records in an i.i.d. sequence of length n is investigated. For this particular example, it is shown that the usual rate of Poisson approximation of O(1/log n) can be lowered to O(1/n 2). The general case is discussed in terms of operator semigroups.


1980 ◽  
Vol 12 (01) ◽  
pp. 200-221 ◽  
Author(s):  
B. Natvig

In this paper we arrive at a series of bounds for the availability and unavailability in the time interval I = [t A , t B ] ⊂ [0, ∞), for a coherent system of maintained, interdependent components. These generalize the minimal cut lower bound for the availability in [0, t] given in Esary and Proschan (1970) and also most bounds for the reliability at time t given in Bodin (1970) and Barlow and Proschan (1975). In the latter special case also some new improved bounds are given. The bounds arrived at are of great interest when trying to predict the performance process of the system. In particular, Lewis et al. (1978) have revealed the great need for adequate tools to treat the dependence between the random variables of interest when considering the safety of nuclear reactors. Satyanarayana and Prabhakar (1978) give a rapid algorithm for computing exact system reliability at time t. This can also be used in cases where some simpler assumptions on the dependence between the components are made. It seems, however, impossible to extend their approach to obtain exact results for the cases treated in the present paper.


2006 ◽  
Vol DMTCS Proceedings vol. AG,... (Proceedings) ◽  
Author(s):  
Alexander Gnedin

International audience For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown.


2016 ◽  
Vol 24 (1) ◽  
pp. 29-41 ◽  
Author(s):  
Roman Frič ◽  
Martin Papčo

Abstract The influence of “Grundbegriffe” by A. N. Kolmogorov (published in 1933) on education in the area of probability and its impact on research in stochastics cannot be overestimated. We would like to point out three aspects of the classical probability theory “calling for” an upgrade: (i) classical random events are black-and-white (Boolean); (ii) classical random variables do not model quantum phenomena; (iii) basic maps (probability measures and observables { dual maps to random variables) have very different “mathematical nature”. Accordingly, we propose an upgraded probability theory based on Łukasiewicz operations (multivalued logic) on events, elementary category theory, and covering the classical probability theory as a special case. The upgrade can be compared to replacing calculations with integers by calculations with rational (and real) numbers. Namely, to avoid the three objections, we embed the classical (Boolean) random events (represented by the f0; 1g-valued indicator functions of sets) into upgraded random events (represented by measurable {0; 1}-valued functions), the minimal domain of probability containing “fractions” of classical random events, and we upgrade the notions of probability measure and random variable.


1984 ◽  
Vol 21 (03) ◽  
pp. 646-650 ◽  
Author(s):  
Rudolf Mathar

We consider degenerate limit laws for the sequence {Xn, n } n (N of successive maxima of identically distributed random variables. It turns out that the concentration of Xn, n for large n can be determined in terms of a tail ratio of the underlying distribution function F. Applications to the outlier-behaviour of probability distributions are given.


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