On waiting time in the Markov-Pólya scheme
Balls are sequentially drawn from an urn with balls of \(N\) different colours. After each draw a ball is returned together with \(c\) of the same colour (here \(c\) is \(-1\) or a non-negative integer), i.e. a Markov-Pólya urn scheme. The drawing stops when the number of balls of \(k\) unspecified colours attain or exceed specified levels (allowed to be random). Limit distributions for the number of drawn balls are derived by inverting results when a fixed number of balls are drawn.
scientific article; zbMATH DE number 1230315