Large deviations for Generalized Polya Urns with non-binary increments

Simone Franchini

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arXiv · 2506.22234

Large deviations for Generalized Polya Urns with non-binary increments

Simone Franchini

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Abstract

In this paper we show how to extend the Sample-Path Large Deviation Principle for the urn model of Hill, Lane and Sudderth to the case in which the increment of the urn is not a binary variable. In particular, we sketch how to modify the Theorem 1 given in [Stochastic Processes and their Applications 127 (2017) 3372-3411] to include also urn processes with increments taking more than two values.

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Simone Franchini. 2025-06-27. Large deviations for Generalized Polya Urns with non-binary increments. https://arxiv.org/abs/2506.22234

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