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

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.

typos corrected

References in corpus (1)

• Asymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn

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• Fluctuation Theorems for Synchronization of Interacting Polya's urns