Nonlinear Unbalanced Urn Models via Stochastic Approximation

Soumaya Idriss ()
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Soumaya Idriss: University of Monastir

Methodology and Computing in Applied Probability, 2022, vol. 24, issue 1, 413-430

Abstract: Abstract This paper presents a link between unbalanced non-linear urn model (a two-colored urn model) and stochastic approximation theory. Findings of our study reveal a successful establishment of limit laws for the urn composition, obtained under a drawing rule reinforced by an ℝ + $\mathbb {R}_{+}$ -valued concave function and a non-balanced replacement matrix.

Keywords: Urn models; Stochastic approximation theory; Limit theorems; Reinforced processes; Discrete-time martingales; 62L20; 62E20; 60E05 (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1007/s11009-021-09858-6

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