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LIMIT THEOREMS FOR RANDOM TRIANGULAR URN SCHEMES
Journal article   Open access  Peer reviewed

LIMIT THEOREMS FOR RANDOM TRIANGULAR URN SCHEMES

Rafik Aguech
Journal of applied probability, Vol.46(3), pp.827-843
01/09/2009

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
In this paper we study a generalized Polya urn with balls of two colors and a random triangular replacement matrix. We extend some results of Janson (2004), (2005) to the case where the largest eigenvalue of the mean of the replacement matrix is not in the dominant class. Using some useful martingales and the embedding method introduced in Athreya and Karlin (1968), we describe the asymptotic composition of the urn after the nth draw, for large n.
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https://doi.org/10.1017/S0021900200005908View
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