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

Dipartimento di Studi per l'Economia e l'Impresa

Risultato della ricerca: Contributo su rivista › Articolo in rivista › 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.

Lingua originale	Inglese
pagine (da-a)	829-844
Numero di pagine	16
Rivista	Advances in Applied Probability
Volume	41
Numero di pubblicazione	3
DOI	https://doi.org/10.1239/aap/1253281065
Stato di pubblicazione	Pubblicato - 2009

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10.1239/aap/1253281065

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

Abstract

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