Interacting generalized Friedman's urn systems

Andrea Ghiglietti, Giacomo Aletti

Risultato della ricerca: Contributo in rivistaArticolo in rivistapeer review

6 Citazioni (Scopus)

Abstract

We consider systems of interacting Generalized Friedman's Urns (GFUs) having irreducible mean replacement matrices. The interaction is modeled through the probability to sample the colors from each urn, that is defined as convex combination of the urn proportions in the system. From the weights of these combinations we individuate subsystems of urns evolving with different behaviors. We provide a complete description of the asymptotic properties of urn proportions in each subsystem by establishing limiting proportions, convergence rates and Central Limit Theorems. The main proofs are based on a detailed eigenanalysis and stochastic approximation techniques.
Lingua originaleEnglish
pagine (da-a)2650-2678
Numero di pagine29
RivistaStochastic Processes and their Applications
Volume127
DOI
Stato di pubblicazionePubblicato - 2017

Keywords

  • Central Limit Theorems
  • Interacting systems
  • Stochastic approximation
  • Strong consistency
  • Urn models

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