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Pólya’s Theorem on Random Walks via Pólya’s Urn

✍ Scribed by David A. Levin and Yuval Peres


Book ID
120059772
Publisher
Mathematical Association of America
Year
2010
Tongue
English
Weight
207 KB
Volume
117
Category
Article
ISSN
0002-9890

No coin nor oath required. For personal study only.


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We consider a general two-color urn model characterized by a 2 × 2 matrix of integers a b c d without constraints on the values of these four integers other than non-negativity. Exact distributions of the number of balls of a speciÿc color that appear after n draws are presented. Via Poissonization,