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Polya-Eggenberger-Friedman Urn Models: A New ApproachMathematical Physics & Probability
|Speaker: ||Antar Bandyopadhyay, Indian Statistical Institute|
|Location: ||2112 MSB|
|Start time: ||Wed, May 28 2014, 4:10PM|
In this talk we will consider the classical
Polya-Eggenberger-Friedman Urn Model and a generalization with infinitely
many colors and we will show that in the balanced case the configuration of
the urn after $n$ steps can be obtained by sampling an associated Markov
chain at a random time which depends on $n$. We will show that most of the
classical results can be derived easily using this representation. Moreover
we will show that new results can be derived for the infinite color case.
If time permits then we will also discuss further generalization to urn
models with negative reinforcement and show that the representation can be
used to solve certain type of negative reinforcement urn models.
[This is based joint work with Debleena Thacker and Gursharn Kaur].