Asymptotics of generalized Pólya urns with non-linear feedback

DOI10.1214/24-EJP1157MaRDI QIDQ6595708zbMATH OpenFDO

Authors Thomas Gottfried, S. Grosskinsky

Publication date 30 August 2024

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

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

Markov processstochastic approximationfunctional limit theoremeconomic growth modelsrandom process with reinforcementPólya urn

Mathematics Subject Classification ID

Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17) Discrete-time Markov processes on general state spaces (60J05) Economic growth models (91B62)

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Cites work

• scientific article; zbMATH DE number 1244214 (Why is no real title available?)
• scientific article; zbMATH DE number 2119677 (Why is no real title available?)
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• Proofs of the martingale FCLT
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• The asymptotic behaviour of birth and death and some related processes
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• The rescaled Pólya urn: local reinforcement and chi-squared goodness-of-fit test
• Urn models, replicator processes, and random genetic drift
• Über die Statistik verketteter Vorgänge.

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