A functional central limit theorem for a class of urn models
Probability
2007-05-23 v1
Abstract
We construct an independent increments Gaussian process associated to a class of multicolor urn models. The construction uses random variables from the urn model which are different from the random variables for which central limit theorems are available in the two color case.
Cite
@article{arxiv.math/0512325,
title = {A functional central limit theorem for a class of urn models},
author = {Gopal K Basak and Amites Dasgupta},
journal= {arXiv preprint arXiv:math/0512325},
year = {2007}
}
Comments
6 pages