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arXiv · 0811.2097

A Central Limit Theorem, and related results, for a two-color randomly reinforced urn

G. Aletti·C. May·P. Secchi
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Abstract

We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.

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G. Aletti, C. May, P. Secchi. 2008-11-13. A Central Limit Theorem, and related results, for a two-color randomly reinforced urn. https://doi.org/10.1239/aap/1253281065

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