Generalizations of Polya's urn Problem

Abstract

We consider generalizations of the classical Polya urn problem: Given finitely many bins each containing one ball, suppose that additional balls arrive one at a time. For each new ball, with probability p, create a new bin and place the ball in that bin; with probability 1−p, place the ball in an existing bin, such that the probability that the ball is placed in a bin is proportional to $ m^\gamma $, where m is the number of balls in that bin. For p=0, the number of bins is fixed and finite, and the behavior of the process depends on whether γ is greater than, equal to, or less than 1. We survey the known results and give new proofs for all three cases. We then consider the case p>0. When γ=1, this is equivalent to the so-called preferential attachment scheme which leads to power law distribution for bin sizes. When γ>1, we prove that a single bin dominates, i.e., as the number of balls goes to infinity, the probability that any new ball either goes into that bin or creates a new bin converges to 1. When p > 0 and γ < 1, we show that under the assumption that certain limits exist, the fraction of bins having m balls shrinks exponentially as a function of m. We then discuss further generalizations and pose several open problems.