Urn models and differential algebraic equations

DOI10.1239/jap/1053003552zbMath1028.60026OpenAlexW2034082524MaRDI QIDQ4435682

Fernando Plo, Miguel San Miguel, José A. Moler, Inmaculada Higueras

Publication date: 17 November 2003

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

Full work available at URL: https://semanticscholar.org/paper/22904f1dd63f8407a8ad81b077d63f241fb4b289

zbMATH Keywords

differential algebraic equationsurn modelsRobbins-Monro algorithmODE method

Mathematics Subject Classification ID

Strong limit theorems (60F15) Implicit ordinary differential equations, differential-algebraic equations (34A09) Asymptotic properties of solutions to ordinary differential equations (34D05)

Related Items (7)

An adaptive design for clinical trials with non-dichotomous response and prognostic factors ⋮ Negatively reinforced balanced urn schemes ⋮ A New Two-Urn Model ⋮ Adaptive designs and Robbins-Monro algorithm ⋮ Strong Convergence for URN Models with Reducible Replacement Policy ⋮ Generalized Pólya urn Designs with Null Balance ⋮ Central limit theorems for generalized Pólya urn models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Martingale functional central limit theorems for a generalized Pólya urn
• Nonconvergence to unstable points in urn models and stochastic approximations
• Phase transition in reinforced random walk and RWRE on trees
• A strong law for some generalized urn processes
• Non-negative matrices and Markov chains. 2nd ed
• A martingale approach to strong convergence in a generalized Pólya- Eggenberger urn model
• Central limit theorems for urn models
• On generalized Pólya urn models
• Asymptotic theorems for urn models with nonhomogeneous generating matrices
• On the local qualitative behavior of differential-algebraic equations
• Runge-Kutta methods for DAEs. A new approach
• Urn Models, Replicator Processes, and Random Genetic Drift
• A generalized URN problem and its applications
• Asymptotic Normality in the Generalized Polya–Eggenberger Urn Model, with an Application to Computer Data Structures
• The Randomized Play-the-Winner Rule in Medical Trials
• Strong convergence of proportions in a multicolor Pólya urn
• Bernard Friedman's Urn
• A simple urn model

This page was built for publication: Urn models and differential algebraic equations