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Showing 2009 · math.PRShow all
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math.PR2009
Central Limit Theorems for Multicolor Urns with Dominated Colors
Patrizia Berti, Irene Crimaldi, Luca Pratelli +1
An urn contains balls of d colors. At each time, a ball is drawn and then replaced together with a random number of balls of the same color. Assuming that some colors are dominated…
math.PR2009
A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns
Patrizia Berti, Irene Crimaldi, Luca Pratelli +1
We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly rei…
math.PR2009★ 34 cited
Reaching the best possible rate of convergence to equilibrium for solutions of Kac's equation via central limit theorem
Emanuele Dolera, Ester Gabetta, Eugenio Regazzini
Let be the probability density function which represents the solution of Kac's equation at time , with initial data , and let be the Gaussian density wit…