Central limit theorem for an adaptive randomly reinforced urn model

DOI10.1214/16-AAP1274zbMath1379.60025arXiv1502.06130OpenAlexW2963370257MaRDI QIDQ1688023

William F. Rosenberger, Anand N. Vidyashankar, Andrea Ghiglietti

Publication date: 4 January 2018

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

Full work available at URL: https://arxiv.org/abs/1502.06130

zbMATH Keywords

clinical trialslast exit timesharmonic momentsgeneralized Pólya urncrossing timestarget allocation

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) General biostatistics (92B15) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Combinatorial probability (60C05)

Related Items (7)

The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test ⋮ Approximating the operating characteristics of Bayesian uncertainty directed trial designs ⋮ Interacting nonlinear reinforced stochastic processes: Synchronization or non-synchronization ⋮ Synchronization of reinforced stochastic processes with a network-based interaction ⋮ Nonparametric covariate-adjusted response-adaptive design based on a functional urn model ⋮ Interacting reinforced stochastic processes: statistical inference based on the weighted empirical means ⋮ Networks of reinforced stochastic processes: asymptotics for the empirical means

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