Analysis of diminishing urn models.

Markus Kuba, Vienna.

Abstract:
We study Polya urn models, where the process of drawing and
replacing balls ends after a finite number of steps. These so-called
diminishing urn models include, amongst others, the OK Corral urn, the
sampling without replacement urn, and Knuth and McCarthy's pills problem
urn. We obtain a precise analysis of several urn models using death
processes and embeddings into continuous time