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Lattice Paths, Sampling Without Replacement, and Limiting Distributions

M. Kuba, A. Panholzer, H. Prodinger

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Source: Crossref

Published: May 29, 2009

DOI: 10.37236/156

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Source abstract

In this work we consider weighted lattice paths in the quarter plane N0×N0{\Bbb N}_0\times{\Bbb N}_0. The steps are given by (m,n)→(m−1,n)(m,n)\to(m-1,n), (m,n)→(m,n−1)(m,n)\to(m,n-1) and are weighted as follows: (m,n)→(m−1,n)(m,n)\to(m-1,n) by m/(m+n)m/(m+n) and step (m,n)→(m,n−1)(m,n)\to(m,n-1) by n/(m+n)n/(m+n). The considered lattice paths are absorbed at lines y=x/t−s/ty=x/t -s/t with t∈Nt\in{\Bbb N} and s∈N0s\in{\Bbb N}_0. We provide explicit formulæ for the sum of the weights of paths, starting at (m,n)(m,n), which are absorbed at a certain height kk at lines y=x/t−s/ty=x/t -s/t with t∈Nt\in{\Bbb N} and s∈N0s\in{\Bbb N}_0, using a generating functions approach. Furthermore these weighted lattice paths can be interpreted as probability distributions arising in the context of Pólya-Eggenberger urn models, more precisely, the lattice paths are sample paths of the well known sampling without replacement urn. We provide limiting distribution results for the underlying random variable, obtaining a total of five phase changes.

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