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. [10.1239/aap/1253281065]
A central limit theorem, and related results, for a two-color randomly reinforced urn
G. AlettiPrimo
;C. MaySecondo
;
2009
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.
File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
