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Publication date: 11 January 2019

Aguech Rafik and Selmi Olfa

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…

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 (m1) 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.

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Arab Journal of Mathematical Sciences, vol. 26 no. 1/2
Type: Research Article
ISSN: 1319-5166

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