We study a generalized Polya urn model with two types of ball. If the drawn ball is red it is replaced together with a black ball, but if the drawn ball is black it is replaced and a red ball is thrown out of the urn. When only black balls remain, the roles of the colours are swapped and the process restarts. We prove that the resulting Markov chain is transient but that if we throw out a ball every time the colours swap, the process is positive-recurrent. We show that the embedded process obtained by observing the number of balls in the urn at the swapping times has a scaling limit that is essentially the square of a Bessel diffusion. We consider an oriented percolation model naturally associated with the urn process, and obtain detailed information about its structure, showing that the open subgraph is an infinite tree with a single end. We also study a natural continuous-time embedding of the urn process that demonstrates the relation to the simple harmonic oscillator; in this setting our transience result addresses an open problem in the recurrence theory of two-dimensional linear birth and death processes due to Kesten and Hutton. We obtain results on the area swept out by the process. We make use of connections between the urn process and birth-death processes, a uniform renewal process, the Eulerian numbers, and Lamperti's problem on processes with asymptotically small drifts; we prove some new results on some of these classical objects that may be of independent interest. For instance, we give sharp new asymptotics for the first two moments of the counting function of the uniform renewal process. Finally we discuss some related models of independent interest, including a "Poisson earthquakes" Markov chain on the homeomorphisms of the plane
There is a strikingly simple classical formula for the number of lattice paths avoiding the line x = ky when k is a positive integer.We show that the natural generalization of this simple formula continues to hold when the line x = ky is replaced by certain periodic staircase boundaries-but only under special conditions. The simple formula fails in general, and it remains an open question to what extent our results can be further generalized.
We consider a variation of the list colouring problem in which the lists are required to be sets of consecutive integers, and the colours assigned to adjacent vertices must differ by at least a fixed integer s. We introduce and investigate a new parameter τ (G) of a graph G, called the consecutive choosability ratio and defined to be the ratio of the required list size to the separation s in the limit as s → ∞.We show that the above limit exists and that, for finite graphs G, τ (G) is rational and is a refinement of the chromatic number χ(G). We provide general bounds on τ (G), and determine its value for various classes of graphs including bipartite graphs, circuits, wheels and balanced complete multipartite graphs. Finally, we explore relationships between τ (G) and the circular chromatic number χc(G).
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