MAXIMAL PERCENTAGES IN POLYA'S URN

Autor(en): Schulte-Geers, Ernst
Stadje, Wolfgang 
Stichwörter: all-time maximal percentage; binomial random walk; exact distribution; Mathematics; Polya's urn; Statistics & Probability
Erscheinungsdatum: 2015
Herausgeber: APPLIED PROBABILITY TRUST
Journal: JOURNAL OF APPLIED PROBABILITY
Volumen: 52
Ausgabe: 1
Startseite: 180
Seitenende: 190
Zusammenfassung: 
We show that the supremum of the successive percentages of red balls in Palya's urn model is almost surely rational, give the set of values that are taken with positive probability, and derive several exact distributional results for the all-time maximal percentage.
ISSN: 00219002

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