A Central Limit Theorem, and related results, for a two-color randomly reinforced urn

Details A Central Limit Theorem, and related results, for a two-color randomly reinforced urn A Central Limit Theorem, and related results, for a two-color randomly reinforced urn

2008-11-13

arxiv.org/abs/0811.2097v4

Mathematics

Probability

typos corrected

Scientific paper

10.1239/aap/1253281065

We prove a Central Limit Theorem for the sequence of random compositions of a
two-color randomly reinforced urn. As a consequence, we are able to show that
the distribution of the urn limit composition has no point masses.

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