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

DOI10.1239/aap/1189518634zbMath1135.60008OpenAlexW2033388330MaRDI QIDQ5426465

Caterina May, Giacomo Aletti, Piercesare Secchi

Publication date: 12 November 2007

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

Full work available at URL: https://doi.org/10.1239/aap/1189518634

zbMATH Keywords

distribution functionsFunctional equationPólya's urn sequence

Mathematics Subject Classification ID

Combinatorial probability (60C05) Functional equations for functions with more general domains and/or ranges (39B52) Convergence of probability measures (60B10)

Related Items (8)

Interacting generalized Friedman's urn systems ⋮ A functional equation whose unknown is \(\mathcal{P}([0,1)\) valued] ⋮ A numerical study for comparing two response-adaptive designs for continuous treatment effects ⋮ Statistical properties of two-color randomly reinforced urn design targeting fixed allocations ⋮ On a notion of partially conditionally identically distributed sequences ⋮ Asymptotic Properties of Multicolor Randomly Reinforced Pólya Urns ⋮ Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn ⋮ A central limit theorem, and related results, for a two-color randomly reinforced urn

Cites Work

• Unnamed Item
• A numerical study for comparing two response-adaptive designs for continuous treatment effects
• A time-dependent version of Pólya's urn
• A randomly reinforced urn
• RANDOMIZED URN MODELS AND SEQUENTIAL DESIGN
• On Choosing and Bounding Probability Metrics

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