Central limit theorems for multicolor urns with dominated colors

DOI10.1016/J.SPA.2010.04.005zbMATH Open1203.60025arXiv0907.0676OpenAlexW1972413112MaRDI QIDQ983172FDOQ983172

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)

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.

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

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zbMATH Keywords

clinical trialscentral limit theoremstable convergenceurn modelrandom probability measure

Mathematics Subject Classification ID

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

Cites Work

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• Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn
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• Limit theorems for triangular urn schemes
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• A Strong Form of Stable Convergence
• A randomly reinforced urn
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Cited In (16)

• Asymptotic properties of multicolor randomly reinforced Pólya urns
• On maximal quantity of particles of one color in analogs of multicolor urn schemes
• Information in a two-stage adaptive optimal design
• Statistical properties of two-color randomly reinforced urn design targeting fixed allocations
• Fluctuation theorems for synchronization of interacting Pólya's urns
• Infinite-color randomly reinforced urns with dominant colors
• Title not available (Why is that?)
• Title not available (Why is that?)
• Strong limit theorems in the multi-color generalized allocation scheme
• A central limit theorem and its applications to multicolor randomly reinforced urns
• On the number of colored balls from a fixed set in a multi-color urn scheme without return
• Fluctuations of balanced urns with infinitely many colours
• Multicolor urn models with reducible replacement matrices
• On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions
• Strong convergence of infinite color balanced urns under uniform ergodicity
• An urn model with random multiple drawing and random addition

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