Rate of convergence and large deviation for the infinite color Pólya urn schemes

DOI10.1016/j.spl.2014.05.016zbMath1320.60079arXiv1310.5751OpenAlexW1971766516MaRDI QIDQ2251712

Debleena Thacker, Antar Bandyopadhyay

Publication date: 15 July 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.5751

zbMATH Keywords

rate of convergencelarge deviation principlerandom walkBerry-Esseen boundinfinite color urn model

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Large deviations (60F10)

Related Items (7)

Random replacements in Pólya urns with infinitely many colours ⋮ Azuma-Hoeffding bounds for a class of urn models ⋮ Strong convergence of infinite color balanced urns under uniform ergodicity ⋮ Interplay of analysis and probability in applied mathematics. Abstracts from the workshop held February 11--17, 2018 ⋮ Negatively reinforced balanced urn schemes ⋮ Linear de-preferential urn models ⋮ A new approach to Pólya urn schemes and its infinite color generalization

Cites Work

• A survey of random processes with reinforcement
• Ferguson distributions via Polya urn schemes
• Pólya urn schemes with infinitely many colors
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