We consider a two-color randomly reinforced urn with equal reinforcement distributions and we characterize the distribution of the urn s limit proportions as the unique continous 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. - Milano : Politecnico di Milano, 2005 Dec.
On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions
G. AlettiPrimo
;C. MaySecondo
;
2005
Abstract
We consider a two-color randomly reinforced urn with equal reinforcement distributions and we characterize the distribution of the urn s limit proportions as the unique continous solution of a functional equation involving unknown probability distributions on [0.1].
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