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