Berti, Patrizia and Crimaldi, Irene and Pratelli, Luca and Rigo, Pietro Asymptotics for randomly reinforced urns with random barriers. Journal of applied probability, 53 (4). pp. 12061220. ISSN 00219002 (2016)
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Abstract
An urn contains black and red balls. Let Zn be the proportion of black balls at time n and 0≤L<U≤1 random barriers. At each time n, a ball bn is drawn. If bn is black and Zn1<U, then bn is replaced together with a random number Bn of black balls. If bn is red and Zn1>L, then bn is replaced together with a random number Rn of red balls. Otherwise, no additional balls are added, and bn alone is replaced. In this paper we assume that Rn=Bn. Then, under mild conditions, it is shown that Zn→a.s.Z for some random variable Z, and Dn≔√n(ZnZ)→
Item Type:  Article 

Identification Number:  10.1017/jpr.2016.75 
Projects:  crisis lab 
Uncontrolled Keywords:  Bayesian nonparametrics – Central limit theorem – Clinical trial – Random probability measure – Stable convergence – Urn model . 
Subjects:  H Social Sciences > HA Statistics Q Science > QA Mathematics 
Research Area:  Economics and Institutional Change 
Depositing User:  Irene Crimaldi 
Date Deposited:  24 Feb 2016 12:03 
Last Modified:  19 Dec 2016 10:00 
URI:  http://eprints.imtlucca.it/id/eprint/3113 
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Asymptotics for randomly reinforced urns with random barriers. (deposited 03 Sep 2015 09:50)
 Asymptotics for randomly reinforced urns with random barriers. (deposited 24 Feb 2016 12:03) [Currently Displayed]
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