Gaussian approximation theorems for urn models and their applications

DOI10.1214/aoap/1037125857zbMath1014.60025OpenAlexW2064294696MaRDI QIDQ1872367

Zhang, Lixin, Zhi-Dong Bai, Fei-fang Hu

Publication date: 6 May 2003

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

Full work available at URL: https://doi.org/10.1214/aoap/1037125857

zbMATH Keywords

law of the iterated logarithmfunctional central limit theoremsGaussian approximationurn modelrandomized play-the-winner rule

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Characterization and structure theory of statistical distributions (62E10)

Related Items (25)

Goodness-of-fit test for response adaptive clinical trials ⋮ On moment sequences and mixed Poisson distributions ⋮ Pólya Urns Via the Contraction Method ⋮ The Gaussian approximation for generalized Friedman's urn model with heterogeneous and unbalanced updating ⋮ On the local times of noise reinforced Bessel processes ⋮ Statistical properties of two-color randomly reinforced urn design targeting fixed allocations ⋮ Nonparametric covariate-adjusted response-adaptive design based on a functional urn model ⋮ Synchronization and functional central limit theorems for interacting reinforced random walks ⋮ Strong approximations of martingale vectors and their applications in Markov-chain adaptive designs ⋮ An urn model to construct an efficient test procedure for response adaptive designs ⋮ Urn designs with immigration: useful connection with continuous time stochastic processes ⋮ Asymptotic theorems of sequential estimation-adjusted urn models ⋮ Statistical Inference of Adaptive Designs with Binary Responses ⋮ Adaptive designs for sequential experiments ⋮ Strong Convergence for URN Models with Reducible Replacement Policy ⋮ Generalized Pólya urn Designs with Null Balance ⋮ On martingale tail sums in affine two-color urn models with multiple drawings ⋮ Generalized gamma approximation with rates for urns, walks and trees ⋮ Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn ⋮ Functional limit theorems for the Pólya urn ⋮ The Gaussian approximation for multi-color generalized Friedman's urn model ⋮ Joint invariance principles for random walks with positively and negatively reinforced steps ⋮ A martingale approach for Pólya urn processes ⋮ Functional limit theorems for multitype branching processes and generalized Pólya urns. ⋮ Limit behavior of the \(q\)-Pólya urn

Cites Work

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• Martingale functional central limit theorems for a generalized Pólya urn
• The generalized Polya's urn design for sequential medical trials
• Self-normalized central limit theorem for sums of weakly dependent random variables
• Estimation for an adaptive allocation design
• Central limit theorems for urn models
• Asymptotic theorems for urn models with nonhomogeneous generating matrices
• An adaptive design for multi-arm clinical trials
• Sequential tests for an unstable response variable
• An Application of an Urn Model to the Design of Sequential Controlled Clinical Trials
• Stochastic Limit Theory
• Embedding of Urn Schemes into Continuous Time Markov Branching Processes and Related Limit Theorems
• Relevance weighted likelihood for dependent data.

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