Nonlinear randomized urn models: a stochastic approximation viewpoint
DOI10.1214/19-EJP312zbMath1429.62361arXiv1311.7367MaRDI QIDQ2274219
Publication date: 19 September 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.7367
asymptotic normalitystochastic approximationcentral limit theoremstrong consistencyreinforcementextended Pólya urn modelsbandit algorithmsnon-homogeneous generating matrix
Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Sequential statistical design (62L05)
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