Asymptotic theorems for urn models with nonhomogeneous generating matrices
type: Item
instance of: scholarly article
title: Asymptotic theorems for urn models with nonhomogeneous generating matrices
zbMATH Open document ID: 0954.62014
DOI: 10.1016/S0304-4149(98)00094-5
published in: Stochastic Processes and their Applications
publication date: 2001-01-17T00:00:00Z
review text: A generalized Friedman's urn model consisting of particles of \(K\) distinct types is considered in the case that the generating matrices can differ at each consecutive stage. Asymptotic properties of the urn composition after \(n\) steps are considered as \(n \to \infty \) under some assumptions on eigenvalues and eigenvectors of the generating matrices. Especially, consistency and asymptotic normality of the vector characterizing the composition of the urn are established. Examples of practical applications such as adaptive allocation rules in clinical trials and others are given.
reviewed by: Zuzana Prášková
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 62L05
zbMATH DE Number: 1554293
zbMATH Keywords: generalized Friedman urn model
zbMATH Keywords: generating matrices
zbMATH Keywords: adaptive designs
zbMATH Keywords: asymptotic normality
author: Zhidong Bai
author: Feifang Hu
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1554293