An algebraic approach to Polya processes
arXiv:math/0605472 · doi:10.1214/07-AIHP130
Abstract
Pólya processes are natural generalization of Pólya-Eggenberger urn models. This article presents a new approach of their asymptotic behaviour {\it via} moments, based on the spectral decomposition of a suitable finite difference operator on polynomial functions. Especially, it provides new results for {\it large} processes (a Pólya process is called {\it small} when 1 is simple eigenvalue of its replacement matrix and when any other eigenvalue has a real part ; otherwise, it is called large).