Nonlinear unbalanced urn models via stochastic approximation
DOI10.1007/S11009-021-09858-6zbMATH Open1487.62098OpenAlexW3154439647MaRDI QIDQ2671237FDOQ2671237
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
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limit theoremsreinforced processesurn modelsdiscrete-time martingalesstochastic approximation theory
Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20) Stochastic approximation (62L20)
Cites Work
- A Stochastic Approximation Method
- Asymptotics in randomized urn models
- Polya Urn Models
- Asymptotic theorems for urn models with nonhomogeneous generating matrices
- An adaptive design for multi-arm clinical trials
- Randomized urn models revisited using stochastic approximation
- On Generalized Pólya Urn Models
- Multiple drawing multi-colour urns by stochastic approximation
- Nonlinear randomized urn models: a stochastic approximation viewpoint
- Unbalanced multi-drawing urn with random addition matrix
- A generalized urn with multiple drawing and random addition
Cited In (6)
- Covariances in Pólya urn schemes
- Non-standard limit theorems for urn models and stochastic approximation procedures
- 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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