Large deviation inequalities for the nonlinear unbalanced urn model
Probability
2024-09-13 v1
Abstract
In the present paper, we consider the two-color nonlinear unbalanced urn model, under a drawing rule reinforced by an -valued concave function and an unbalanced replacement matrix. The large deviation inequalities for the nonlinear unbalanced urn model are established by using the stochastic approximation theory. As an auxiliary theory, we give a specific large deviation inequality for a general stochastic approximation algorithm.
Keywords
Cite
@article{arxiv.2409.07800,
title = {Large deviation inequalities for the nonlinear unbalanced urn model},
author = {Jianan Shi and Zhenhong Yu and Yu Miao},
journal= {arXiv preprint arXiv:2409.07800},
year = {2024}
}