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].
On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions / G. Aletti, C. May, P. Secchi. - In: ADVANCES IN APPLIED PROBABILITY. - ISSN 0001-8678. - 39:3(2007), pp. 690-707.
On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions
G. AlettiPrimo
;C. MaySecondo
;
2007
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].File in questo prodotto:
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