A Central Limit Theorem, and related results, for two-color randomly reinforced urn

Keywords

Statistical learning
Code:
26/2008
Title:
A Central Limit Theorem, and related results, for two-color randomly reinforced urn
Date:
Monday 24th November 2008
Author(s):
Aletti, Giacomo; May, Caterina; Secchi, Piercesare
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Abstract:
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.