A generalized urn with multiple drawing and random addition

被引:9
作者
Rafik, Aguech [1 ,2 ]
Nabil, Lasmar [3 ]
Olfa, Selmi [2 ]
机构
[1] King Saoud Univ, Dept Stat & Operat Res, Riyadh 11692, Saudi Arabia
[2] Fac Sci Monastir, Dept Math, Ave Environm, Monastir 5019, Tunisia
[3] Inst Preparatoire Etud Ingn Monastir, Dept Math, Ave Environm, Monastir 5019, Tunisia
关键词
Unbalanced urn; Stochastic approximation; Martingale; Maximal inequality; LAW;
D O I
10.1007/s10463-018-0651-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we consider an unbalanced urn model with multiple drawing. At each discrete time step n, we draw m balls at random from an urn containing white and blue balls. The replacement of the balls follows either opposite or self-reinforcement rule. Under the opposite reinforcement rule, we use the stochastic approximation algorithm to obtain a strong law of large numbers and a central limit theorem for Wn: the number of white balls after n draws. Under the self-reinforcement rule, we prove that, after suitable normalization, the number of white balls Wn converges almost surely to a random variable W which has an absolutely continuous distribution.
引用
收藏
页码:389 / 408
页数:20
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