Martingale Functional Central Limit Theorems for a Generalized Polya Urn
Gouet, Raul
Ann. Probab., Tome 21 (1993) no. 4, p. 1624-1639 / Harvested from Project Euclid
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In a generalized two-color Polya urn scheme, allowing negative replacements, we use martingale techniques to obtain weak invariance principles for the urn process $(W_n)$, where $W_n$ is the number of white balls in the urn at stage $n$. The normalizing constants and the limiting Gaussian process are shown to depend on the ratio of the eigenvalues of the replacement matrix.
Publié le : 1993-07-14
Classification:  Urn model,  limit theorems,  martingales,  60F17,  60K99 
@article{1176989134,
     author = {Gouet, Raul},
     title = {Martingale Functional Central Limit Theorems for a Generalized Polya Urn},
     journal = {Ann. Probab.},
     volume = {21},
     number = {4},
     year = {1993},
     pages = { 1624-1639},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989134}
}

Gouet, Raul. Martingale Functional Central Limit Theorems for a Generalized Polya Urn. Ann. Probab., Tome 21 (1993) no. 4, pp.  1624-1639. http://gdmltest.u-ga.fr/item/1176989134/