Immigrated urn models-theoretical properties and applications (Q2429943)

The paper deals with a rather general class of immigrated urn (IMU) models that incorporate the immigration mechanism into the urn models. The general framework of urn models is presented that encompasses many existing urn models and enables to derive new ones with desirable properties such as the freedom to design an urn process with certain given optimality conditions. The paper contains the asymptotic properties of the IMU models, including strong consistency and asymptotic normality of treatment allocation proportion. These asymptotic properties cover many known properties as special cases. General IMU models are introduced that are useful in clinical trial applications. The introduction contains some discussion and references on urn models and on their applications. Objectives and the organization of the paper are presented as well. The basic IMU framework, notation and assumptions together with main asymptotic results are discussed in Section 2. Examples and applications are considered in Section 3. The conclusions are given in Section 4. The proofs are presented in the Appendix.