Strong Laws for Urn Models with Balanced Replacement Matrices

TL;DR

This paper establishes strong laws for urn models with balanced, nonnegative replacement matrices by analyzing the eigenvalues of block-structured matrices and providing explicit formulas for the limiting distributions of color counts.

Contribution

It introduces a method to analyze urn models with balanced replacement matrices by reducing them to canonical forms and deriving explicit limit laws for color counts.

Findings

Derived rates for strong laws of urn models with balanced matrices.

Provided explicit formulas for the limiting distributions of color counts.

Unified analysis covering various previously studied urn models.

Abstract

We consider an urn model, whose replacement matrix has all entries nonnegative and is balanced, that is, has constant row sums. We obtain the rates of the counts of balls corresponding to each color for the strong laws to hold. The analysis requires a rearrangement of the colors in two steps. We first reduce the replacement matrix to a block upper triangular one, where the diagonal blocks are either irreducible or the scalar zero. The scalings for the color counts are then given inductively depending on the Perron-Frobenius eigenvalues of the irreducible diagonal blocks. In the second step of the rearrangement, the colors are further rearranged to reduce the block upper triangular replacement matrix to a canonical form. Under a further mild technical condition, we obtain the scalings and also identify the limits. We show that the limiting random variables corresponding to the counts of colors within a block are constant multiples of each other. We provide an easy-to-understand explicit formula for them as well. The model considered here contains the urn models with irreducible replacement matrix, as well as, the upper triangular one and several specific block upper triangular ones considered earlier in the literature and gives an exhaustive picture of the color counts in the general case with only possible restrictions that the replacement matrix is balanced and has nonnegative entries.