A Central Limit Theorem, and related results, for two-color randomly reinforced urn
Monday 24th November 2008
Aletti, Giacomo; May, Caterina; Secchi, Piercesare
We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.