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Limits of Polya urns with innovations

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We consider a version of the classical P\’olya urn scheme which incorporates innovations. The space $S$ of colors is an arbitrary measurable set. After each sampling of a ball in the urn, one returns $C$ balls of the same color and additional balls of different colors given by some finite point process $\xi$ on $S$. When the number of steps goes to infinity, the empirical distribution of the colors in the urn converges to the normalized intensity measure of $\xi$, and we analyze the fluctuations. The ratio $\rho= \E©/\E®$ of the average number of copies to the average total number of balls returned plays a key role.

This talk is part of the Probability series.

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