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Nonlinear and unbalanced urn models with two types of strategies: a stochastic approximation point of view
Published online by Cambridge University Press: 20 May 2022
Abstract
In this paper, we treat a nonlinear and unbalanced $2$-color urn scheme, subjected to two different nonlinear drawing rules, depending on the color withdrawn. We prove a central limit theorem as well as a law of large numbers for the urn composition. We also give an estimate of the mean and variance of both types of balls.
Keywords
- Type
- Research Article
- Information
- Probability in the Engineering and Informational Sciences , Volume 37 , Issue 3 , July 2023 , pp. 711 - 729
- Copyright
- © The Author(s), 2022. Published by Cambridge University Press