Abstract
In this paper, we consider a two color multi-drawing urn model. At each discrete time step, we draw uniformly at random a sample of m balls (m≥1) and note their color, they will be returned to the urn together with a random number of balls depending on the sample’s composition. The replacement rule is a 2 × 2 matrix depending on bounded discrete positive random variables. Using a stochastic approximation algorithm and martingales methods, we investigate the asymptotic behavior of the urn after many draws.
Funder
King Saud University, Deanship of Scientific Research, College of Science Research Center
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