Random additions in urns of integers. (June 2021)

• Record Type: Journal Article
• Authors: Simper, Mackenzie
• Is Part Of: Journal of applied probability. Volume 58:Number 2(2021)
• Page Start: 335
• Page End: 346
• Publication Date: 2021-06
• Subjects: urn model -- exponential limit law -- recursive distributional equation -- contraction method; 60F05 -- 60K35; 519.2
• DOI: 10.1017/jpr.2020.90
• Languages: English
• ISSNs: 0021-9002

Abstract

Abstract: Consider an urn containing balls labeled with integer values. Define a discrete-time random process by drawing two balls, one at a time and with replacement, and noting the labels. Add a new ball labeled with the sum of the two drawn labels. This model was introduced by Siegmund and Yakir (2005) Ann. Prob. 33, 2036 for labels taking values in a finite group, in which case the distribution defined by the urn converges to the uniform distribution on the group. For the urn of integers, the main result of this paper is an exponential limit law. The mean of the exponential is a random variable with distribution depending on the starting configuration. This is a novel urn model which combines multi-drawing and an infinite type of balls. The proof of convergence uses the contraction method for recursive distributional equations.