  We study the phase transition and the critical properties of a nonlinear
P\'{o}lya urn, which is a simple binary stochastic process $X(t)\in
\{0,1\},t=1,\cdots$ with a feedback mechanism. Let $f$ be a continuous function
from the unit interval to itself, and $z(t)$ be the proportion of the first $t$
variables $X(1),\cdots,X(t)$ that take the value 1. $X(t+1)$ takes the value 1
with probability $f(z(t))$. When the number of stable fixed points of $f(z)$
changes, the system undergoes a non-equilibrium phase transition and the order
parameter is the limit value of the autocorrelation function. When the system
is $Z_{2}$ symmetric, that is, $f(z)=1-f(1-z)$, a continuous phase transition
occurs, and the autocorrelation function behaves asymptotically as
$\ln(t+1)^{-1/2}g(\ln(t+1)/\xi)$, with a suitable definition of the correlation
length $\xi$ and the universal function $g(x)$. We derive $g(x)$ analytically
using stochastic differential equations and the expansion about the strength of
stochastic noise. $g(x)$ determines the asymptotic behavior of the
autocorrelation function near the critical point and the universality class of
the phase transition.
