Central and functional central limit theorems for a class of urn models

DOI10.1007/S10959-006-0048-8zbMath1112.60027arXivmath/0512325OpenAlexW2063495700MaRDI QIDQ867092

Amites Dasgupta, Gopal Krishna Basak

Publication date: 14 February 2007

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

Full work available at URL: https://arxiv.org/abs/math/0512325

zbMATH Keywords

diffusion approximationOrnstein-Uhlenbeck processcentral limit theoremurn models

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Combinatorial probability (60C05) Functional limit theorems; invariance principles (60F17)

Cites Work

• Martingale functional central limit theorems for a generalized Pólya urn
• A weak convergence theorem with application to the Robbins-Monro process
• A martingale approach to strong convergence in a generalized Pólya- Eggenberger urn model
• Central limit theorems for urn models
• Weak convergence of recursions
• Functional limit theorems for multitype branching processes and generalized Pólya urns.
• On central limit and iterated logarithm supplements to the martingale convergence theorem
• Bernard Friedman's Urn
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