We prove an almost sure conditional convergence result toward a Gaussian kernel and we apply it to a two-colors randomly reinforced urn.

An almost sure conditional convergence result and an application to a generalized Polya urn

Crimaldi I
2009-01-01

Abstract

We prove an almost sure conditional convergence result toward a Gaussian kernel and we apply it to a two-colors randomly reinforced urn.
2009
Convergence of conditional distributions/expectations; Exchangeable sequences; Conditional identity in distribution; Generalized P olya urns ; Martingales; Central limit theorem
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11771/3096
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