A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns
Probability
2009-04-27 v2 Statistics Theory
Statistics Theory
Abstract
We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.
Keywords
Cite
@article{arxiv.0904.0932,
title = {A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns},
author = {Patrizia Berti and Irene Crimaldi and Luca Pratelli and Pietro Rigo},
journal= {arXiv preprint arXiv:0904.0932},
year = {2009}
}
Comments
18 pages, preprint, second version, date first version: April 6, 2009. We have just corrected some details in remark 8 (i.e. the old remark 9) and in subsection 4.4