Central limit theorems for multicolor urns with dominated colors
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
Volume (Year): 120 (2010)
Issue (Month): 8 (August)
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- Janson, Svante, 2004. "Functional limit theorems for multitype branching processes and generalized Pólya urns," Stochastic Processes and their Applications, Elsevier, vol. 110(2), pages 177-245, April.
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