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

DOI10.1007/S10255-004-0173-ZMaRDI QIDQ705089zbMATH OpenOpenAlexFDO

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

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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Cites work

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• Asymptotic theorems for urn models with nonhomogeneous generating matrices
• Central limit theorems for doubly adaptive biased coin designs
• Gaussian approximation theorems for urn models and their applications
• Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales
• On strong invariance principles under dependence assumptions
• The generalized Polya's urn design for sequential medical trials

Cited in

(9)

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• A generalized drop-the-loser rule for multi-treatment clinical trials
• The Gaussian approximation for generalized Friedman's urn model with heterogeneous and unbalanced updating
• Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
• scientific article; zbMATH DE number 7626801 (Why is no real title available?)
• Immigrated urn models-theoretical properties and applications
• The Gaussian approximation for multi-color generalized Friedman's urn model

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