A Gaussian process approximation for two-color randomly reinforced urns

DOI10.1214/EJP.v19-3432zbMath1317.60040arXiv1104.3392MaRDI QIDQ743519

Zhang, Lixin

Publication date: 24 September 2014

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

Full work available at URL: https://arxiv.org/abs/1104.3392

zbMATH Keywords

functional central limit theorem; Gaussian process; law of the iterated logarithm; strong approximation; Pólya urn; reinforced urn model

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

60G15: Gaussian processes

60F05: Central limit and other weak theorems

60F15: Strong limit theorems

60F10: Large deviations

60F17: Functional limit theorems; invariance principles