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General urn models with several types of balls and Gaussian limiting fields
Author(s) -
Drmota Michael,
Gardy Danièle,
Gittenberger Bernhard
Publication year - 2004
Publication title -
random structures and algorithms
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.314
H-Index - 69
eISSN - 1098-2418
pISSN - 1042-9832
DOI - 10.1002/rsa.10107
Subject(s) - valuation (finance) , gaussian , limiting , mathematics , ball (mathematics) , statistical physics , computer science , geometry , physics , engineering , economics , mechanical engineering , finance , quantum mechanics
We study a system of m urns, where several types of balls are thrown, and an additive valuation is assigned to each urn depending on its state. Examples are the join models studied in a database context, and some models with two types of balls. The object of our investigation is the evolution of the valuation with time, when a ball is thrown at each time unit. By means of a generating function approach we show the weak convergence of the valuation process to a Gaussian field. © 2003 Wiley Periodicals, Inc. Random Struct. Alg., 2004