We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.

A central limit theorem, and related results, for a two-color randomly reinforced urn / G. Aletti, C. May, P. Secchi. - In: ADVANCES IN APPLIED PROBABILITY. - ISSN 0001-8678. - 41:3(2009 Sep), pp. 829-844.

A central limit theorem, and related results, for a two-color randomly reinforced urn

G. Aletti
Primo
;
C. May
Secondo
;
2009-09

Abstract

We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.
Convergence of conditional distributions; Generalized Pólya urn; Reinforced processes
Settore MAT/06 - Probabilita' e Statistica Matematica
http://projecteuclid.org/euclid.aap/1253281065
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2434/67864
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