On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions

Giacomo Aletti; Caterina May; Piercesare Secchi

doi:10.1239/aap/1189518634

On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions

Giacomo Aletti
, Caterina May
, Piercesare Secchi

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

Abstract

We consider a two-color, randomly reinforced urn with equal reinforcement distributions and we characterize the distribution of the urn's limit proportion as the unique continuous solution of a functional equation involving unknown probability distributions on [0,1]).

Original language	English
Pages (from-to)	690-707
Number of pages	18
Journal	Advances in Applied Probability
Volume	39
Issue number	3
DOIs	https://doi.org/10.1239/aap/1189518634
Publication status	Published - Sept 2007
Externally published	Yes

Keywords

Functional equation in unknown distribution functions
Generalized Polya's urn sequence
Randomized response adaptive design of experiments
Reinforced urn process

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10.1239/aap/1189518634

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title = "On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions",

abstract = "We consider a two-color, randomly reinforced urn with equal reinforcement distributions and we characterize the distribution of the urn's limit proportion as the unique continuous solution of a functional equation involving unknown probability distributions on [0,1]).",

keywords = "Functional equation in unknown distribution functions, Generalized Polya's urn sequence, Randomized response adaptive design of experiments, Reinforced urn process",

author = "Giacomo Aletti and Caterina May and Piercesare Secchi",

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AU - Aletti, Giacomo

AU - May, Caterina

AU - Secchi, Piercesare

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AB - We consider a two-color, randomly reinforced urn with equal reinforcement distributions and we characterize the distribution of the urn's limit proportion as the unique continuous solution of a functional equation involving unknown probability distributions on [0,1]).

KW - Functional equation in unknown distribution functions

KW - Generalized Polya's urn sequence

KW - Randomized response adaptive design of experiments

KW - Reinforced urn process

UR - https://www.scopus.com/pages/publications/35948963973

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DO - 10.1239/aap/1189518634

M3 - Article

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JO - Advances in Applied Probability

JF - Advances in Applied Probability

IS - 3

ER -

On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions

Abstract

Keywords

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