Large deviations for Generalized Polya Urns with non-binary increments
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arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866911271020920832 |
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| author | Franchini, Simone |
| author_facet | Franchini, Simone |
| contents | In this paper we show how to extend the Sample-Path Large Deviation Principle for the urn model of Hill, Lane and Sudderth to the case in which the increment of the urn is not a binary variable. In particular, we sketch how to modify the Theorem 1 given in [Stochastic Processes and their Applications 127 (2017) 3372-3411] to include also urn processes with increments taking more than two values. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2506_22234 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Large deviations for Generalized Polya Urns with non-binary increments Franchini, Simone Probability 60J10, 60J80 G.3; I.6 In this paper we show how to extend the Sample-Path Large Deviation Principle for the urn model of Hill, Lane and Sudderth to the case in which the increment of the urn is not a binary variable. In particular, we sketch how to modify the Theorem 1 given in [Stochastic Processes and their Applications 127 (2017) 3372-3411] to include also urn processes with increments taking more than two values. |
| title | Large deviations for Generalized Polya Urns with non-binary increments |
| topic | Probability 60J10, 60J80 G.3; I.6 |
| url | https://arxiv.org/abs/2506.22234 |