Have you ever been curious about how mathematicians decipher complicated systems such as the evolution of species or the spread of diseases? One possible answer that you might be interested in lies in a mathematical tool known as the Pólya urn model. Although the name may sound daunting, it’s actually a straightforward concept that can be applied to analysing a broad range of real-world phenomena.

The Pólya urn model centres on an urn filled with balls of various colours. With each step, one ball is selected at random and reintroduced into the urn, accompanied by additional balls of different specific colours. This process continues over time, and as more balls are added to the urn, the quantity of each colour changes, leading to an evolving distribution.

But why should we take notice of this model? Well, it turns out that the Pólya urn model has a broad spectrum of applications in fields such as biology, computer science, and statistics. For instance, it can help us comprehend how diseases disseminate throughout a population or how particular characteristics become more prevalent in a species over time. The impressive thing about the Pólya urn model is that it’s not confined to a single field. For another example, it can also be considered as a representation of the Dirichlet process, a frequently used concept in data mining and machine learning, with applications in natural language processing, computer vision, and bioinformatics, among others. Therefore, by examining the outcomes of Pólya urn model, we can gain insights into a variety of phenomena across various areas of study.

So, our next question is, how do we scrutinise and analyse the behaviour of the model?

In the past, researchers have utilised standard methods such as martingale techniques and embedding the model into continuous time pure birth processes. However, these methods have limitations when the number of colours becomes infinite. Recently, mathematicians have developed a new approach to analyse the Pólya urn model that relies on a theorem called the Grand Representation Theorem. This theorem allows us to connect the observed sequence of colours to an underlying branching Markov chain sequence, enabling us to derive asymptotic results without relying on previous techniques.

It is truly fascinating that not only the Pólya urn model, but many other probability models generated from simple ideas, can provide powerful tools to solve problems across a wide range of fields. These realisations highlight the power of rigorous mathematical reasoning and model constructing, which can help us comprehend even the most intricate systems. Whether you are studying biology, statistics, physics, or any other subject, it is worth keeping the Pólya urn model in mind. You never know when knowledge and a mathematical mindset may come in handy!

Jiani Xie
The University of Melbourne