کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
419375 683793 2013 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Analysis of a generalized Friedman’s urn with multiple drawings
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Analysis of a generalized Friedman’s urn with multiple drawings
چکیده انگلیسی

We study a generalized Friedman’s urn model with multiple drawings of white and blue balls. After a drawing, the replacement follows a policy of opposite reinforcement. We give the exact expected value and variance of the number of white balls after a number of draws, and determine the structure of the moments. Moreover, we obtain a strong law of large numbers, and a central limit theorem for the number of white balls. Interestingly, the central limit theorem is obtained combinatorially via the method of moments and probabilistically via martingales. We briefly discuss the merits of each approach. The connection to a few other related urn models is briefly sketched.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Discrete Applied Mathematics - Volume 161, Issue 18, December 2013, Pages 2968–2984
نویسندگان
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