Multiple-drawing dynamic Friedman urns with opposite-reinforcement
In: Probability in the Engineering and Informational Sciences, 2023-01-26, S. 1-15
Online
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Zugriff:
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.
Titel: |
Multiple-drawing dynamic Friedman urns with opposite-reinforcement
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Autor/in / Beteiligte Person: | Gao, Shuyang ; Aguech, Rafik |
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Zeitschrift: | Probability in the Engineering and Informational Sciences, 2023-01-26, S. 1-15 |
Veröffentlichung: | Cambridge University Press (CUP), 2023 |
Medientyp: | unknown |
ISSN: | 1469-8951 (print) ; 0269-9648 (print) |
DOI: | 10.1017/s0269964822000535 |
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