Central and Functional Central Limit Theorems for a Class of Urn Models

Gopal K. Basak () and Amites Dasgupta ()
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Gopal K. Basak: University of Bristol
Amites Dasgupta: Stat-Math Unit, Indian Statistical Institute

Journal of Theoretical Probability, 2006, vol. 19, issue 3, 741-756

Abstract: We consider an approach based on tails to certain central limit and functional central limit theorems for a class of two color urn models. In particular, some of the results are derived from an associated Ornstein–Uhlenbeck process, and for another result we give an alternative proof based on martingale tails.

Keywords: Central limit theorem; functional central limit theorem; Ornstein–Uhlenbeck process; urn models; diffusion approximation; Primary: 60F17; Secondary: 60G45; Secondary: 60G15 (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10959-006-0048-8

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