Almost sure convergence of randomized urn models with application to elephant random walk

DOI10.1016/J.SPL.2022.109642zbMath1496.62139arXiv1909.10862OpenAlexW3134098067MaRDI QIDQ2081767

Krishanu Maulik, Ujan Gangopadhyay

Publication date: 30 September 2022

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

Full work available at URL: https://arxiv.org/abs/1909.10862

zbMATH Keywords

stochastic approximationirreducibilityurn modelelephant random walkrandom replacement matrix

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Stochastic approximation (62L20)

Cites Work

• Stochastic approximation methods for constrained and unconstrained systems
• The Gaussian approximation for generalized Friedman's urn model with heterogeneous and unbalanced updating
• Stochastic approximation with random step sizes and urn models with random replacement matrices having finite mean
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Almost sure convergence of randomized urn models with application to elephant random walk