On affine multi-color urns grown under multiple drawing

Abstract

Early investigation of Pólya urns considered drawing balls one at a time. In the last two decades, several authors considered multiple drawing in each step, but mostly for schemes on two colors. In this manuscript, we consider multiple drawing from urns of balls of multiple colors, formulating asymptotic theory for specific urn classes and addressing more applications. The class we consider is affine and tenable, built around a "core" square matrix. An index for the drawing schema is derived from the eigenvalues of the core. We identify three regimes: small-, critical-, and large-index. In the small-index regime, we find an asymptotic Gaussian law. In the critical-index regime, we also find an asymptotic Gaussian law, albeit a difference in the scale factor, which involves logarithmic terms. In both of these regimes, we have explicit forms for the structure of the mean and the covariance matrix of the composition vector (both exact and asymptotic). In all three regimes we have strong laws.