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math.PR2009★ 10 cited
A functional equation whose unknown is P([0,1]) valued
Giacomo Aletti, Caterina May, Piercesare Secchi
We study a functional equation whose unknown maps a Euclidean space into the space of probability distributions on [0,1]. We prove existence and uniqueness of its solution under su…
math.PR2008★ 29 cited
A Central Limit Theorem, and related results, for a two-color randomly reinforced urn
G. Aletti, C. May, P. Secchi
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…