A central limit theorem, and related results, for a two-color randomly reinforced urn

A central limit theorem, and related results, for a two-color randomly reinforced urn

Aletti Giacomo, May Caterina, and Secchi Piercesare

Source: Adv. in Appl. Probab. Volume 41, Number 3 (2009), 829-844.

Abstract

We prove a central limit theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.

Primary Subjects: 60F05

Keywords: Reinforced processes; generalized Pólya urn; convergence of conditional distributions

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Permanent link to this document: http://projecteuclid.org/euclid.aap/1253281065
Digital Object Identifier: doi:10.1239/aap/1253281065
Zentralblatt MATH identifier: 05625069

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