On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions-Reference-Cited by-同舟云学术

On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions

Published:2007-09 Issue:03 Volume:39 Page:690-707
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Adv. Appl. Probab.

Author:

Aletti Giacomo,May Caterina,Secchi Piercesare

Abstract

We consider a two-color, randomly reinforced urn with equal reinforcement distributions and we characterize the distribution of the urn's limit proportion as the unique continuous solution of a functional equation involving unknown probability distributions on [0, 1].

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference6 articles.

1. On Choosing and Bounding Probability Metrics

2. A randomly reinforced urn

3. RANDOMIZED URN MODELS AND SEQUENTIAL DESIGN

4. A time-dependent version of P�lya's urn

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