Analytic Combinatorics of the Mabinogion Urn

International audienceThe Mabinogion urn is a simple model of the spread of influences amongst versatile populations. It corresponds to a non-standard urn with balls of two colours: each time a ball is drawn, it causes a ball of the other kind to switch its colour. The process stops once unanimity has been reached. This note provides analytic expressions describing the evolution of the Mabinogion urn, based on a time-reversal transformation applied to the classical Ehrenfest urn. Consequences include a precise asymptotic analysis of the stopping-time distribution―it is asymptotically normal in the "unfair'' case and akin to an extreme-value (double exponential) distribution in the "fair'' case―as well as a characterization of the exponentially small probability of reversing a majority

Some exactly solvable models of urn process theory

International audienceWe establish a fundamental isomorphism between discrete-time balanced urn processes and certain ordinary differential systems, which are nonlinear, autonomous, and of a simple monomial form. As a consequence, all balanced urn processes with balls of two colours are proved to be analytically solvable in finite terms. The corresponding generating functions are expressed in terms of certain Abelian integrals over curves of the Fermat type (which are also hypergeometric functions), together with their inverses. A consequence is the unification of the analyses of many classical models, including those related to the coupon collector's problem, particle transfer (the Ehrenfest model), Friedman's "adverse campaign'' and Pólya's contagion model, as well as the OK Corral model (a basic case of Lanchester's theory of conflicts). In each case, it is possible to quantify very precisely the probable composition of the urn at any discrete instant. We study here in detail "semi-sacrificial'' urns, for which the following are obtained: a Gaussian limiting distribution with speed of convergence estimates as well as a characterization of the large and extreme large deviation regimes. We also work out explicitly the case of $2$-dimensional triangular models, where local limit laws of the stable type are obtained. A few models of dimension three or greater, e.g., "autistic'' (generalized Pólya), cyclic chambers (generalized Ehrenfest), generalized coupon-collector, and triangular urns, are also shown to be exactly solvable