A central limit theorem, and related results, for a two-color randomly reinforced urn-Reference-Cited by-同舟云学术

A central limit theorem, and related results, for a two-color randomly reinforced urn

Published:2009-09 Issue:3 Volume:41 Page:829-844
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Aletti Giacomo,May Caterina,Secchi Piercesare

Abstract

We prove a central limit theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference20 articles.

1. Onσ-porous sets in abstract spaces

2. Randomized Play-the-Leader Rules for Sequential Sampling from Two Populations

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

4. A numerical study for comparing two response-adaptive designs for continuous treatment effects

Cited by 23 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Infinite-color randomly reinforced urns with dominant colors;Bernoulli;2023-02-01

2. Networks of reinforced stochastic processes: Asymptotics for the empirical means;Bernoulli;2019-11-02

3. Synchronization and functional central limit theorems for interacting reinforced random walks;Stochastic Processes and their Applications;2019-01

4. Dynamics of an adaptive randomly reinforced urn;Bernoulli;2018-08-01

5. Urn models for response-adaptive randomized designs: a simulation study based on a non-adaptive randomized trial;Journal of Biopharmaceutical Statistics;2018-03-22