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Central limit theorems for multicolor urns with dominated colors

Patrizia Berti, Irene Crimaldi, Luca Pratelli and Pietro Rigo

Stochastic Processes and their Applications, 2010, vol. 120, issue 8, 1473-1491

Abstract: An urn contains balls of d>=2 colors. At each time n>=1, a ball is drawn and then replaced together with a random number of balls of the same color. Let diag (An,1,...,An,d) be the n-th reinforce matrix. Assuming that EAn,j=EAn,1 for all n and j, a few central limit theorems (CLTs) are available for such urns. In real problems, however, it is more reasonable to assume that for some integer 1

Keywords: Central; limit; theorem; Clinical; trials; Random; probability; measure; Stable; convergence; Urn; model (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (3)

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