Probability Seminar: Polya-Eggenberger-Friedman Urn Models: A New Approach

Probability Seminar: Polya-Eggenberger-Friedman Urn Models: A New Approach

Probability Seminar
Sep 11, 2013, 03:00 PM - 04:00 PM | 332 Evans Hall | Happening As Scheduled
Antar Bandyopadhyay, Indian Statistical Institute, New Delhi
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...