A Strong Law for Some Generalized Urn Processes
Hill, Bruce M. ; Lane, David ; Sudderth, William
Ann. Probab., Tome 8 (1980) no. 6, p. 214-226 / Harvested from Project Euclid
Let $f$ be a continuous function from the unit interval to itself and let $X_0, X_1, \cdots$ be the successive proportions of red balls in an urn to which at the $n$th stage a red ball is added with probability $f(X_n)$ and a black ball with probability $1 - f(X_n)$. Then $X_n$ converges almost surely to a random variable $X$ with support contained in the set $C = \{p: f(p) = p\}$. If, in addition, $0 < f(p) < 1$ for all $p$, then, for each $r$ in $C, P\lbrack X = r\rbrack > 0(=0)$ when $f'(r) < 1(> 1)$. These results are extended to more general functions $f$.
Publié le : 1980-04-14
Classification:  Urn process,  urn function,  split process,  Polya process,  strategy,  60F15,  60G17,  60J05
@article{1176994772,
     author = {Hill, Bruce M. and Lane, David and Sudderth, William},
     title = {A Strong Law for Some Generalized Urn Processes},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 214-226},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994772}
}
Hill, Bruce M.; Lane, David; Sudderth, William. A Strong Law for Some Generalized Urn Processes. Ann. Probab., Tome 8 (1980) no. 6, pp.  214-226. http://gdmltest.u-ga.fr/item/1176994772/