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

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

Lingua originale	Inglese
pagine (da-a)	690-707
Numero di pagine	18
Rivista	Advances in Applied Probability
Volume	39
Numero di pubblicazione	3
DOI	https://doi.org/10.1239/aap/1189518634
Stato di pubblicazione	Pubblicato - set 2007
Pubblicato esternamente	Sì

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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 - May, Caterina

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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

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

Abstract

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