Nonlinear and unbalanced urn models with two types of strategies: a stochastic approximation point of view

被引：0
作者：
Idriss, Soumaya [1 ]
机构：
[1] Univ Monastir, Monastir, Tunisia
来源：
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES | 2023年 / 37卷 / 03期
关键词：
Discrete-time martingales; Limit theorems; Reinforced processes; Stochastic approximation theory; Urn models; LIMIT-THEOREMS;
D O I：
10.1017/S0269964822000134
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In this paper, we treat a nonlinear and unbalanced 2-color urn scheme, subjected to two different nonlinear drawing rules, depending on the color withdrawn. We prove a central limit theorem as well as a law of large numbers for the urn composition. We also give an estimate of the mean and variance of both types of balls.
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页码：711 / 729
页数：19
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