eprintid: 3596
rev_number: 10
eprint_status: archive
userid: 69
dir: disk0/00/00/35/96
datestamp: 2016-11-14 11:52:13
lastmod: 2016-11-14 11:52:13
status_changed: 2016-11-14 11:52:13
type: monograph
metadata_visibility: no_search
creators_name: Crimaldi, Irene
creators_id: irene.crimaldi@imtlucca.it
title: Central limit theorems for a hypergeometric randomly reinforced urn
ispublished: submitted
subjects: HA
subjects: QA
divisions: EIC
full_text_status: public
monograph_type: technical_report
keywords: Central limits; Polya urn; Randomly reinforced urn; stable convergence
abstract: We consider a variant of the randomly reinforced urn where more balls can be simultaneously drawn out and balls of different colors can be simultaneously added. More precisely, at each time-step, the conditional distribution of the number of extracted balls of a certain color given the past is assumed to be hypergeometric. We prove some central limit theorems in the sense of stable convergence and of almost sure conditional convergence, which are stronger than convergence in distribution. The proven results provide asymptotic confidence intervals for the limit proportion, whose distribution is generally unknown. Moreover, we also consider the case of more urns subjected to some random common factors.
date: 2015
date_type: published
publisher: arXiv
pages: 15
institution: IMT Institute for Advanced Studies Lucca
official_url: https://arxiv.org/abs/1504.06999
projects: Crisis Lab
citation:   Crimaldi, Irene  Central limit theorems for a hypergeometric randomly reinforced urn.  Technical Report   arXiv       (Submitted)   
document_url: http://eprints.imtlucca.it/3596/1/1504.06999v2.pdf