Central limit theorems for urn models

被引:77
作者
Smythe, RT
机构
[1] Department of Statistics, George Washington University, Washington
关键词
generalized polya urn models; martingale central limit theorems; recursive trees;
D O I
10.1016/S0304-4149(96)00094-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider central limit theory for urn models in which balls are not necessarily replaced after being drawn, giving rise to negative diagonal entries in the generating matrix. Under conditions on the eigenvalues and eigenvectors, we give results both for the contents of the urn and the number of times balls of each type are drawn.
引用
收藏
页码:115 / 137
页数:23
相关论文
共 20 条
[1]  
[Anonymous], 1977, URN MODELS THEIR APP
[2]  
Athreya K.B., 1972, BRANCHING PROCESS
[3]   LIMIT THEOREMS FOR MULTITYPE CONTINUOUS TIME MARKOV BRANCHING PROCESSES .I. CASE OF AN EIGENVECTOR LINEAR FUNCTIONAL [J].
ATHREYA, KB .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1969, 12 (04) :320-&
[4]   EMBEDDING OF URN SCHEMES INTO CONTINUOUS TIME MARKOV BRANCHING PROCESSES AND RELATED LIMIT THEOREMS [J].
ATHREYA, KB ;
KARLIN, S .
ANNALS OF MATHEMATICAL STATISTICS, 1968, 39 (06) :1801-&
[5]   LIMIT THEOREMS FOR MULTITYPE CONTINUOUS TIME MARKOV BRANCHING PROCESSES .2. CASE OF AN ARBITRARY LINEAR FUNCTIONAL [J].
ATHREYA, KB .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1969, 13 (3-4) :204-&
[6]  
ATHREYA KB, 1967, J MATH MECH, V17, P257
[7]   ASYMPTOTIC NORMALITY IN THE GENERALIZED POLYA-EGGENBERGER URN MODEL, WITH AN APPLICATION TO COMPUTER-DATA STRUCTURES [J].
BAGCHI, A ;
PAL, AK .
SIAM JOURNAL ON ALGEBRAIC AND DISCRETE METHODS, 1985, 6 (03) :394-405
[8]   FRIEDMAN,BERNARD URN [J].
FREEDMAN, DA .
ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (03) :956-970
[9]   A SIMPLE URN MODEL [J].
FRIEDMAN, B .
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, 1949, 2 (01) :59-70
[10]  
Hall P., 1980, MARTINGALE LIMIT THE