Solutions of First Order Linear Partial Differential Equations Related to Urn Models and Central Limit Theorems

MaRDI QIDQ4632478zbMATH OpenFDO

Authors Michael Drmota, Mehri Javanian

Publication date 29 April 2019

Full work available at URL https://arxiv.org/abs/1605.04561

zbMATH Keywords

central limit theoremfirst order partial differential equationssingularity analysisurn models

Mathematics Subject Classification ID

Linear first-order PDEs (35F05) Combinatorial probability (60C05) Central limit and other weak theorems (60F05)

Abstract: We study first order linear partial differential equations that appear, for example, in the analysis of dimishing urn models with the help of the method of characteristics and formulate sufficient conditions for a central limit theorem.

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