A Renewal Theorem for an Urn Model
Sen, Pranab Kumar
Ann. Probab., Tome 10 (1982) no. 4, p. 838-843 / Harvested from Project Euclid
For an urn model (arising typically in the sequential estimation of the size of a finite population), along with an invariance principle for a partial sequence of nonnegative random variables, a renewal theorem relating to some stopping times is established. A representation of these random variables in terms of linear combinations of some martingale-differences provides the key to a simple solution.
Publié le : 1982-08-14
Classification:  Finite population size,  invariance principles,  martingale-differences,  renewal theorem,  sequential estimation,  stopping time,  urn model,  60F17,  60G40,  62L99
@article{1176993794,
     author = {Sen, Pranab Kumar},
     title = {A Renewal Theorem for an Urn Model},
     journal = {Ann. Probab.},
     volume = {10},
     number = {4},
     year = {1982},
     pages = { 838-843},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176993794}
}
Sen, Pranab Kumar. A Renewal Theorem for an Urn Model. Ann. Probab., Tome 10 (1982) no. 4, pp.  838-843. http://gdmltest.u-ga.fr/item/1176993794/