A Central Limit Theorem, and related results, for a two-color randomly reinforced urn
Probability
2012-11-27 v4 Statistics Theory
Statistics Theory
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.
Keywords
Cite
@article{arxiv.0811.2097,
title = {A Central Limit Theorem, and related results, for a two-color randomly reinforced urn},
author = {G. Aletti and C. May and P. Secchi},
journal= {arXiv preprint arXiv:0811.2097},
year = {2012}
}
Comments
typos corrected