A self-equilibrium Friedman-like urn via stochastic approximation

DOI10.1016/J.SPL.2018.07.006zbMath1407.60015OpenAlexW2884189778WikidataQ129558171 ScholiaQ129558171MaRDI QIDQ1726710

Shuyang Gao, Hosam M. Mahmoud

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.07.006

zbMATH Keywords

stochastic approximationcentral limit theoremPólya urnstochastic recurrence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Combinatorial probability (60C05) Generalized stochastic processes (60G20) Numerical aspects of recurrence relations (65Q30)

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Cites Work

• Two-color balanced affine urn models with multiple drawings
• Analysis of a generalized Friedman's urn with multiple drawings
• DRAWING MULTISETS OF BALLS FROM TENABLE BALANCED LINEAR URNS
• Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
• Multiple drawing multi-colour urns by stochastic approximation
• Bernard Friedman's Urn
• A simple urn model

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