Journal
ADVANCES IN APPLIED PROBABILITY
Volume 50, Issue 4, Pages 1176-1192Publisher
APPLIED PROBABILITY TRUST
DOI: 10.1017/apr.2018.55
Keywords
Central limit theorem; de-preferential urn; strong law of large numbers; urn model
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In this paper we consider a new type of urn scheme, where the selection probabilities are proportional to a weight function, which is linear but decreasing in the proportion of existing colours. We refer to it as the de preferential urn scheme. We establish the almost-sure limit of the random configuration for any balanced replacement matrix R. In particular, we show that the limiting configuration is uniform on the set of colours if and only if R is a doubly stochastic matrix. We further establish the almost-sure limit of the vector of colour counts and prove central limit theorems for the random configuration as well as for the colour counts.
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