A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns

2009/04/06 by Berti, Patrizia, Crimaldi, Irene, Pratelli, Luca +1 · 2 citations
#60B10 #60F05 #60G57 #62F15 #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.0904.0932

Abstract

We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.

Cited by

• Asymptotics for Reinforced Stochastic Processes on Hierarchical Networks
• Weak convergence of predictive distributions

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