TY - JOUR
T1 - On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions
AU - Aletti, Giacomo
AU - May, Caterina
AU - Secchi, Piercesare
PY - 2007/9
Y1 - 2007/9
N2 - 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]).
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
U2 - 10.1239/aap/1189518634
DO - 10.1239/aap/1189518634
M3 - Article
SN - 0001-8678
VL - 39
SP - 690
EP - 707
JO - Advances in Applied Probability
JF - Advances in Applied Probability
IS - 3
ER -