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Imagine you have $N$ empty bins. At every timestep $t$ you throw a ball to a randomly chosen bin ($t$ is therefore also the total number of balls in this system). Probability that a ball falls into a bin $i$ is proportional to the number of balls already in the bin $k_i$ , plus some initial conditions. So the bins get "wider" as more balls falls into them. I want to find distribution of the balls $P_t: t \rightarrow \infty$

$P_t \propto k_i + A$ , where $k_i$ is the number of the balls in the bin $i$ and $A$ is some constant (initial conditions)

$P_{0}(k_i) = {1 \over{N}}$

so I think that

$P_t(k_i) = {{k_{i-1}+A}\over{NA+\sum_jk_j}}$

How to find the distribution for $t \rightarrow \infty $ ?

Related:

Preferential attachment

Rich get richer

Posted also here:

https://mathoverflow.net/questions/86799/probability-preferential-attachment-rich-get-richer

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    You are right, I was confused. http://en.wikipedia.org/wiki/Multivariate_Pólya_distribution is then an answer. Thanks a lot!2012-01-27

1 Answers 1

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This looks exactly like the Pólya urn model, whose limit distribution is known to be multivariate Dirichlet.