A common building block for many models involving randomness
and reinforcement is the so-called "urn model". From the
well known Ehrenfest and Polya models, to more complicated
Friedman and generalized Polya models, these show up in
diverse areas such as statistics, economics, biology
and game theory. We will begin with a brief survey of
some of the specific applications to which these models
have been put, and then give an overview of the main
mathematical methods involved in analyzing these models.