Jianan Shi

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math.PR2026

Central Limit Theorem for a PÃ³lya-Friedman Mixed Urn Model

Jianan Shi, Qing Yin, Yu Miao

This paper considers a two-color, single-draw urn model with two types of balls, denoted type $1$ and type $2$ , with initial counts $Y_{0}^{1} \in N^{+}$ and $Y_{0}^{2} \in N^{+}$ , respectively.…

math.PR2026

Moderate Deviation Principle for a Stochastic Approximation Process

Jianan Shi, Qing Yin, Yu Miao

In this paper, we investigate a stochastic approximation procedure $(X_{n})_{n \geq 0}$ taking values in $R$ . The process is adapted to a filtration $(F_{n})_{n \geq 0}$ and sat…

math.PR2024

Large deviation inequalities for the nonlinear unbalanced urn model

Jianan Shi, Zhenhong Yu, Yu Miao

In the present paper, we consider the two-color nonlinear unbalanced urn model, under a drawing rule reinforced by an $R^{+}$ -valued concave function and an unbalanced repla…