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Central limit theorems for multicolor urns with dominated colors


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  • Berti, Patrizia
  • Crimaldi, Irene
  • Pratelli, Luca
  • Rigo, Pietro
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    An urn contains balls of d>=2 colors. At each time n>=1, a ball is drawn and then replaced together with a random number of balls of the same color. Let diag (An,1,...,An,d) be the n-th reinforce matrix. Assuming that EAn,j=EAn,1 for all n and j, a few central limit theorems (CLTs) are available for such urns. In real problems, however, it is more reasonable to assume that for some integer 1

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    Bibliographic Info

    Article provided by Elsevier in its journal Stochastic Processes and their Applications.

    Volume (Year): 120 (2010)
    Issue (Month): 8 (August)
    Pages: 1473-1491

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    Handle: RePEc:eee:spapps:v:120:y:2010:i:8:p:1473-1491

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    Related research

    Keywords: Central limit theorem Clinical trials Random probability measure Stable convergence Urn model;


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    1. Janson, Svante, 2004. "Functional limit theorems for multitype branching processes and generalized PĆ³lya urns," Stochastic Processes and their Applications, Elsevier, vol. 110(2), pages 177-245, April.
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