Philippe Flajolet ; Philippe Dumas ; Vincent Puyhaubert - Some exactly solvable models of urn process theory

dmtcs:3506 - Discrete Mathematics & Theoretical Computer Science, January 1, 2006, DMTCS Proceedings vol. AG, Fourth Colloquium on Mathematics and Computer Science Algorithms, Trees, Combinatorics and Probabilities - https://doi.org/10.46298/dmtcs.3506
Some exactly solvable models of urn process theoryArticle

Authors: Philippe Flajolet ORCID1; Philippe Dumas ORCID1; Vincent Puyhaubert 1

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We establish a fundamental isomorphism between discrete-time balanced urn processes and certain ordinary differential systems, which are nonlinear, autonomous, and of a simple monomial form. As a consequence, all balanced urn processes with balls of two colours are proved to be analytically solvable in finite terms. The corresponding generating functions are expressed in terms of certain Abelian integrals over curves of the Fermat type (which are also hypergeometric functions), together with their inverses. A consequence is the unification of the analyses of many classical models, including those related to the coupon collector's problem, particle transfer (the Ehrenfest model), Friedman's "adverse campaign'' and Pólya's contagion model, as well as the OK Corral model (a basic case of Lanchester's theory of conflicts). In each case, it is possible to quantify very precisely the probable composition of the urn at any discrete instant. We study here in detail "semi-sacrificial'' urns, for which the following are obtained: a Gaussian limiting distribution with speed of convergence estimates as well as a characterization of the large and extreme large deviation regimes. We also work out explicitly the case of $2$-dimensional triangular models, where local limit laws of the stable type are obtained. A few models of dimension three or greater, e.g., "autistic'' (generalized Pólya), cyclic chambers (generalized Ehrenfest), generalized coupon-collector, and triangular urns, are also shown to be exactly solvable.


Volume: DMTCS Proceedings vol. AG, Fourth Colloquium on Mathematics and Computer Science Algorithms, Trees, Combinatorics and Probabilities
Section: Proceedings
Published on: January 1, 2006
Imported on: May 10, 2017
Keywords: urn process,[INFO.INFO-DS] Computer Science [cs]/Data Structures and Algorithms [cs.DS],[INFO.INFO-DM] Computer Science [cs]/Discrete Mathematics [cs.DM],[MATH.MATH-CO] Mathematics [math]/Combinatorics [math.CO]

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