Strong approximations of martingale vectors and their applications in Markov-chain adaptive designs

DOI10.1007/S10255-004-0173-ZzbMATH Open1057.60031OpenAlexW2005370434MaRDI QIDQ705089FDOQ705089

Authors: Lixin Zhang 

Publication date: 25 January 2005

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-004-0173-z

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zbMATH Keywords

asymptotic propertiesWiener processesstrong approximationadaptive designsnon-homogeneous Markov chainMartingale

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Sequential statistical design (62L05) Martingales with discrete parameter (60G42) Strong limit theorems (60F15)

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Cited In (9)

• A generalized drop-the-loser rule for multi-treatment clinical trials
• Asymptotic results on a class of adaptive multi-treatment designs
• Title not available (Why is that?)
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
• Immigrated urn models-theoretical properties and applications
• The Gaussian approximation for generalized Friedman's urn model with heterogeneous and unbalanced updating
• The Gaussian approximation for multi-color generalized Friedman's urn model
• Title not available (Why is that?)
• Strong approximations for nonconventional sums and almost sure limit theorems

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