A central limit theorem, and related results, for a two-color randomly reinforced urn

Giacomo Aletti; Caterina May; Piercesare Secchi

doi:10.1239/aap/1253281065

A central limit theorem, and related results, for a two-color randomly reinforced urn

Giacomo Aletti
, Caterina May
, Piercesare Secchi

Department of Economics and Business Studies

Research output: Contribution to journal › Article › peer-review

Abstract

We prove a central limit theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.

Original language	English
Pages (from-to)	829-844
Number of pages	16
Journal	Advances in Applied Probability
Volume	41
Issue number	3
DOIs	https://doi.org/10.1239/aap/1253281065
Publication status	Published - 2009

Keywords

Convergence of conditional distributions
Generalized Pólya urn
Reinforced processes

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abstract = "We prove a central limit theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.",

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AU - Secchi, Piercesare

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KW - Convergence of conditional distributions

KW - Generalized Pólya urn

KW - Reinforced processes

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DO - 10.1239/aap/1253281065

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JO - Advances in Applied Probability

JF - Advances in Applied Probability

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A central limit theorem, and related results, for a two-color randomly reinforced urn

Abstract

Keywords

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