Central limit theorems for multicolor urns with dominated colors

DOI10.1016/J.SPA.2010.04.005MaRDI QIDQ983172zbMATH OpenOpenAlexFDO

Authors Patrizia Berti, Irene Crimaldi, Luca Pratelli, Pietro Rigo

Publication date 3 August 2010

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0907.0676

zbMATH Keywords

clinical trialscentral limit theoremstable convergenceurn modelrandom probability measure

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random measures (60G57)

Abstract: An urn contains balls of d colors. At each time, a ball is drawn and then replaced together with a random number of balls of the same color. Assuming that some colors are dominated by others, we prove central limit theorems. Some statistical applications are discussed.

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Cites work

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Cited in

(16)

• Statistical properties of two-color randomly reinforced urn design targeting fixed allocations
• scientific article; zbMATH DE number 4174000 (Why is no real title available?)
• scientific article; zbMATH DE number 4090452 (Why is no real title available?)
• Asymptotic properties of multicolor randomly reinforced Pólya urns
• An urn model with random multiple drawing and random addition
• Fluctuation theorems for synchronization of interacting Pólya's urns
• On the number of colored balls from a fixed set in a multi-color urn scheme without return
• Infinite-color randomly reinforced urns with dominant colors
• On maximal quantity of particles of one color in analogs of multicolor urn schemes
• Multicolor urn models with reducible replacement matrices
• Information in a two-stage adaptive optimal design
• On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions
• A central limit theorem and its applications to multicolor randomly reinforced urns
• Fluctuations of balanced urns with infinitely many colours
• Strong convergence of infinite color balanced urns under uniform ergodicity
• Strong limit theorems in the multi-color generalized allocation scheme

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