The Gaussian approximation for generalized Friedman's urn model with heterogeneous and unbalanced updating

DOI10.1007/s11425-012-4526-4zbMath1268.60042OpenAlexW2149826014MaRDI QIDQ1934409

Zhang, Lixin

Publication date: 28 January 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-012-4526-4

zbMATH Keywords

asymptotic normalityGaussian approximationurn modelthe law of iterated logarithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Sequential statistical design (62L05) General considerations in statistical decision theory (62C05)

Related Items (2)

Almost sure convergence of randomized urn models with application to elephant random walk ⋮ Stochastic approximation with random step sizes and urn models with random replacement matrices having finite mean

Cites Work

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• Gaussian approximation theorems for urn models and their applications
• Asymptotic normality of urn models for clinical trials with delayed response
• Asymptotic theorems of sequential estimation-adjusted urn models
• Functional limit theorems for multitype branching processes and generalized Pólya urns.
• The Randomized Play-the-Winner Rule in Medical Trials
• Optimality, Variability, Power
• The Theory of Response‐Adaptive Randomization in Clinical Trials
• Embedding of Urn Schemes into Continuous Time Markov Branching Processes and Related Limit Theorems

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