中心极限定理及其在多色随机强化罐子模型中的应用
概率论
2009-04-27 v2 统计理论
统计理论
摘要
我们给出了一个中心极限定理，该定理在贝叶斯统计和罐子问题中有应用。通过特别关注多色随机强化广义波利亚罐子模型，对后者进行了研究。
引用
@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}
}
备注
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