On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions

DOI10.1239/AAP/1189518634MaRDI QIDQ5426465zbMATH OpenOpenAlexFDO

Authors Giacomo Aletti, Caterina May, Piercesare Secchi

Publication date 12 November 2007

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

Full work available at URL https://doi.org/10.1239/aap/1189518634

zbMATH Keywords

distribution functionsFunctional equationPólya's urn sequence

Mathematics Subject Classification ID

Functional equations for functions with more general domains and/or ranges (39B52) Convergence of probability measures (60B10) Combinatorial probability (60C05)

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Cites work

• A numerical study for comparing two response-adaptive designs for continuous treatment effects
• A randomly reinforced urn
• A time-dependent version of Pólya's urn
• scientific article; zbMATH DE number 3295896 (Why is no real title available?)
• On Choosing and Bounding Probability Metrics
• RANDOMIZED URN MODELS AND SEQUENTIAL DESIGN

Cited in

(13)

• Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn
• A functional equation whose unknown is \(\mathcal{P}([0,1])\) valued
• Interacting generalized Friedman's urn systems
• Statistical properties of two-color randomly reinforced urn design targeting fixed allocations
• A Markov chain with number-theoretic limit distribution
• scientific article; zbMATH DE number 4174000 (Why is no real title available?)
• A central limit theorem, and related results, for a two-color randomly reinforced urn
• scientific article; zbMATH DE number 4090452 (Why is no real title available?)
• Strong convergence of infinite color balanced urns under uniform ergodicity
• Asymptotic properties of multicolor randomly reinforced Pólya urns
• A numerical study for comparing two response-adaptive designs for continuous treatment effects
• On a notion of partially conditionally identically distributed sequences
• Response adaptive designs driven by randomly reinforced urn: large and moderate deviations

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