Publication Results



Code: MOX 74
Title: On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions
Date: Wednesday 14th December 2005
Author(s) : Aletti, G.; May, C.; Secchi, Piercesare
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Abstract: We consider a two-color randomly reinforced urn with equal reinforcement distributions and we characterize the distribution of the urn s limit proportions as the unique continous solution of a functional equation involving unknown probability distributions on [0.1].

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G.Aletti, C. May, P. Secchi (2007), On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions, Advances In Applied Probability, 39, 690-707