Multiple-drawing dynamic Friedman urns with opposite-reinforcement
| العنوان: | Multiple-drawing dynamic Friedman urns with opposite-reinforcement |
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| المؤلفون: | Shuyang Gao, Rafik Aguech |
| المصدر: | Probability in the Engineering and Informational Sciences. :1-15 |
| بيانات النشر: | Cambridge University Press (CUP), 2023. |
| سنة النشر: | 2023 |
| مصطلحات موضوعية: | Statistics and Probability, Management Science and Operations Research, Statistics, Probability and Uncertainty, Industrial and Manufacturing Engineering |
| الوصف: | In this study, we consider a class of multiple-drawing opposite-reinforcing urns with time-dependent replacement rules. The class has the symmetric property of a Friedman-type urn. We divide the class into a small-increment regime and a large-increment regime. For small-increment schemes, we prove almost-sure convergence and a central limit theorem for the proportion of white balls by stochastic approximation. For large-increment schemes, by assuming the affinity condition, we show almost-sure convergence of the proportion of white balls by martingale theory and present a way to identify the limit distribution of the proportion of white balls. |
| تدمد: | 1469-8951 0269-9648 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_________::85b3e3b36a3920b2306ffbd0db24d772 https://doi.org/10.1017/s0269964822000535 |
| حقوق: | OPEN |
| رقم الأكسشن: | edsair.doi...........85b3e3b36a3920b2306ffbd0db24d772 |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 14698951 02699648 |
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