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math.PR2025
Large deviations for Generalized Polya Urns with non-binary increments
Simone Franchini
In this paper we show how to extend the Sample-Path Large Deviation Principle for the urn model of Hill, Lane and Sudderth to the case in which the increment of the urn is not a bi…
math.PR2025
The Urn of Hill, Lane and Sudderth
Simone Franchini
We review some facts, properties and applications of the urn of Hill, Lane and Sudderth, a paradigmatic model of stochastic process with memory where the urn evolution is as follow…