A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns

DOI10.1239/jap/1308662642zbMath1225.60038arXiv0904.0932OpenAlexW2964155051MaRDI QIDQ3014990

Irene Crimaldi, Pietro Rigo, Patrizia Berti, Luca Pratelli

Publication date: 8 July 2011

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.0932

zbMATH Keywords

central limit theoremstable convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Random measures (60G57) Convergence of probability measures (60B10)

Related Items (15)

An urn model with random multiple drawing and random addition ⋮ Asymptotics of certain conditionally identically distributed sequences ⋮ Generalized rescaled Pólya urn and its statistical application ⋮ The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test ⋮ Information in a two-stage adaptive optimal design ⋮ Synchronization of reinforced stochastic processes with a network-based interaction ⋮ A Generalized Telegraph Process with Velocity Driven by Random Trials ⋮ Asymptotic Properties of Multicolor Randomly Reinforced Pólya Urns ⋮ Conditionally identically distributed species sampling sequences ⋮ Central limit theorems for multicolor urns with dominated colors ⋮ Fluctuation theorems for synchronization of interacting Pólya's urns ⋮ Interacting reinforced stochastic processes: statistical inference based on the weighted empirical means ⋮ Networks of reinforced stochastic processes: asymptotics for the empirical means ⋮ Central limit theorems for an Indian buffet model with random weights ⋮ Infinite-color randomly reinforced urns with dominant colors

Cites Work

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• Functional limit theorems for multitype branching processes and generalized Pólya urns.
• Conditionally identically distributed species sampling sequences
• A central limit theorem, and related results, for a two-color randomly reinforced urn
• A sequential design for maximizing the probability of a favourable response
• A Strong Form of Stable Convergence

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