28 Novembre, 2013
Titre: Smoothing Equations for Large Polya Urns
Cécile Mailler, University of Bath
This talk will focus on large two-colour Pólya urns. From the study of the asymptotic behaviour of such an urn arises a random variable denoted by W. The underlying tree structure of the urn permits to see W as the solution in law of a fixed point equation, from which we can deduce information about its moments, or about the existence of a density. This work can be done on the discrete urn itself, or on its continuous time embedding. Though the two variables W (arisen from discrete or continuous time) are different, they are related by connexions, which often permit to translate results from one W to the other.
This work is a collaboration with Brigitte Chauvin and Nicolas Pouyanne (Versailles, France).