Nonlinear randomized urn models: a stochastic approximation viewpoint

DOI10.1214/19-EJP312zbMath1429.62361arXiv1311.7367MaRDI QIDQ2274219

Gilles Pagès, Sophie Laruelle

Publication date: 19 September 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.7367

zbMATH Keywords

asymptotic normalitystochastic approximationcentral limit theoremstrong consistencyreinforcementextended Pólya urn modelsbandit algorithmsnon-homogeneous generating matrix

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Central limit and other weak theorems (60F05) Stochastic approximation (62L20) Sequential statistical design (62L05)

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