Central limit theorems for a hypergeometric randomly reinforced urn

DOI10.1017/JPR.2016.48MaRDI QIDQ2836239zbMATH OpenOpenAlexFDO

Authors Irene Crimaldi

Publication date 9 December 2016

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.06999

zbMATH Keywords

central limit theoremstable convergencepreferential attachmentrandomly reinforced urnrandom process with reinforcementPólya urn

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) Random measures (60G57)

Abstract: We consider a variant of the randomly reinforced urn where more balls can be simultaneously drawn out and balls of different colors can be simultaneously added. More precisely, at each time-step, the conditional distribution of the number of extracted balls of a certain color given the past is assumed to be hypergeometric. We prove some central limit theorems in the sense of stable convergence and of almost sure conditional convergence, which are stronger than convergence in distribution. The proven results provide asymptotic confidence intervals for the limit proportion, whose distribution is generally unknown. Moreover, we also consider the case of more urns subjected to some random common factors.

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(13)

• Asymptotics for randomly reinforced urns with random barriers
• A central limit property under a modified Ehrenfest urn design
• A central limit theorem and its applications to multicolor randomly reinforced urns
• Functional central limit theorem in an infinite urn scheme for distributions with superheavy tails
• Interacting reinforced stochastic processes: statistical inference based on the weighted empirical means
• Networks of reinforced stochastic processes: asymptotics for the empirical means
• Interacting edge-reinforced random walks
• On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions
• A central limit theorem, and related results, for a two-color randomly reinforced urn
• Synchronization of reinforced stochastic processes with a network-based interaction
• The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test
• Statistical test for an urn model with random multidrawing and random addition
• An urn model with random multiple drawing and random addition

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