Abstract
We study an urn model introduced in the paper of Chen and Wei (2005), where at each discrete time stepmballs are drawn at random from the urn containing colors white and black. Balls are added to the urn according to the inspected colors, generalizing the well known Pólya-Eggenberger urn model, casem= 1. We provide exact expressions for the expectation and the variance of the number of white balls afterndraws, and determine the structure of higher moments. Moreover, we discuss extensions to more than two colors. Furthermore, we introduce and discuss a new urn model where the sampling of themballs is carried out in a step-by-step fashion, and also introduce a generalized Friedman's urn model.
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