Nonlinear unbalanced urn models via stochastic approximation

DOI10.1007/S11009-021-09858-6MaRDI QIDQ2671237zbMATH OpenOpenAlexFDO

Authors Soumaya Idriss

Publication date 3 June 2022

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-021-09858-6

zbMATH Keywords

limit theoremsreinforced processesurn modelsdiscrete-time martingalesstochastic approximation theory

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20)

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Cites work

• A Stochastic Approximation Method
• A generalized urn with multiple drawing and random addition
• An adaptive design for multi-arm clinical trials
• Asymptotic theorems for urn models with nonhomogeneous generating matrices
• Asymptotics in randomized urn models
• Multiple drawing multi-colour urns by stochastic approximation
• Nonlinear randomized urn models: a stochastic approximation viewpoint
• On generalized Pólya urn models
• Polya Urn Models
• Randomized urn models revisited using stochastic approximation
• Unbalanced multi-drawing urn with random addition matrix

Cited in

(8)

• Nonlinear randomized urn models: a stochastic approximation viewpoint
• Covariances in Pólya urn schemes
• Non-standard limit theorems for urn models and stochastic approximation procedures
• Revisit of a Diaconis urn model
• Nonconvergence to unstable points in urn models and stochastic approximations
• The Gaussian approximation for generalized Friedman's urn model with heterogeneous and unbalanced updating
• Unbalanced multi-drawing urn with random addition matrix
• Exact covariances and refined asymptotics in dichromatic tenable balanced Pólya urn schemes

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