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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

Soumaya Idriss*
Affiliation:
University of Monastir, Monastir, Tunisia. E-mail: idriss.soumaya@gmail.com

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and unbalanced $2$-color urn scheme, subjected to two different nonlinear drawing rules, depending on the color withdrawn.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.

Type
Research Article
Copyright
Copyright © The Author(s), 2022. Published by Cambridge University Press

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