Limit theorem for the additive replacement process
Teoriâ veroâtnostej i ee primeneniâ, Tome 62 (2017) no. 2, pp. 393-404 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

A transient discrete-time Markov chain is considered that describes the evolution of the content of an urn with balls having $n$ different colors. At each step the number of balls of a randomly selected color is increased by the number of balls of another randomly selected color. For the case when colors are chosen independently and uniformly, formulas for the first two moments of the numbers of balls are obtained. Under weaker assumptions on the distribution of colors chosen, it is shown that the vector formed by the fractions of balls of $n$ colors has a nondegenerate limit distribution.
Mots-clés : transient Markov chain
Keywords: urn schemes, limit theorems.
@article{TVP_2017_62_2_a7,
     author = {A. M. Zubkov and K. A. Kolesnikova},
     title = {Limit theorem for the additive replacement process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {393--404},
     year = {2017},
     volume = {62},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_2017_62_2_a7/}
}
TY  - JOUR
AU  - A. M. Zubkov
AU  - K. A. Kolesnikova
TI  - Limit theorem for the additive replacement process
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2017
SP  - 393
EP  - 404
VL  - 62
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_2017_62_2_a7/
LA  - ru
ID  - TVP_2017_62_2_a7
ER  - 
%0 Journal Article
%A A. M. Zubkov
%A K. A. Kolesnikova
%T Limit theorem for the additive replacement process
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2017
%P 393-404
%V 62
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_2017_62_2_a7/
%G ru
%F TVP_2017_62_2_a7
A. M. Zubkov; K. A. Kolesnikova. Limit theorem for the additive replacement process. Teoriâ veroâtnostej i ee primeneniâ, Tome 62 (2017) no. 2, pp. 393-404. http://geodesic.mathdoc.fr/item/TVP_2017_62_2_a7/

[1] A. M. Zubkov, K. A. Kolesnikova, “A Markov chain with number-theoretic limit distribution”, Discrete Math. Appl., 26:2 (2016), 125–130 | DOI | DOI | MR | Zbl

[2] H. Hennion, “Limit theorems for products of positive random matrices”, Ann. Probab., 25:4 (1997), 1545–1587 | DOI | MR | Zbl

[3] H. Kesten, F. Spitzer, “Convergence in distribution of products of random matrices”, Z. Wahrsch. verw. Gebiete, 67:4 (1984), 363–386 | DOI | MR | Zbl

[4] A. O. Gel'fond, Differenzenrechnung, Hochschulbücher für Mathematik, 41, VEB Deutscher Verlag der Wissenschaften, Berlin, 1958, viii+336 pp. | MR | MR | Zbl | Zbl

[5] F. Celler, C. R. Leedham-Green, S. H. Murray, A. C. Niemeyer, E. A. O'Brien, “Generating random elements of a finite group”, Comm. Algebra, 23:13 (1995), 4931–4948 | DOI | MR | Zbl

[6] P. Diaconis, L. Saloff-Coste, “Walks on generating sets of Abelian groups”, Probab. Theory Relat. Fields, 105:3 (1996), 393–421 | DOI | MR | Zbl

[7] A. Lubotzky, I. Pak, “The product replacement algorithm and Kazdan's property (T)”, J. Amer. Math. Soc., 14:2 (2001), 347–363 | DOI | MR | Zbl