Multiple drawing multi-colour urns by stochastic approximation

DOI10.1017/jpr.2018.16zbMath1401.60035arXiv1611.09090OpenAlexW2963395467WikidataQ130058164 ScholiaQ130058164MaRDI QIDQ4684938

Nabil Lasmar, Cécile Mailler, Olfa Selmi

Publication date: 26 September 2018

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

Full work available at URL: https://arxiv.org/abs/1611.09090

zbMATH Keywords

stochastic approximationlimit theoremreinforced processdiscrete-time martingalemultiple drawing Pólya urn

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Stochastic approximation (62L20)

Related Items (13)

An urn model with random multiple drawing and random addition ⋮ Generalized rescaled Pólya urn and its statistical application ⋮ A TIME-DEPENDENT PÓLYA URN WITH MULTIPLE DRAWINGS ⋮ Nonlinear unbalanced urn models via stochastic approximation ⋮ Interacting nonlinear reinforced stochastic processes: Synchronization or non-synchronization ⋮ The elliptical case of an odds inversion problem ⋮ Statistical test for an urn model with random multidrawing and random addition ⋮ Preferential attachment graphs with co-existing types of different fitnesses ⋮ A self-equilibrium Friedman-like urn via stochastic approximation ⋮ Nonlinear randomized urn models: a stochastic approximation viewpoint ⋮ Random additions in urns of integers ⋮ Periodic Pólya urns, the density method and asymptotics of Young tableaux ⋮ Unbalanced multi-drawing urn with random addition matrix

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