A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns

Details A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns

2009-04-06

arxiv.org/abs/0904.0932v2

Mathematics

Probability

18 pages, preprint, second version, date first version: April 6, 2009. We have just corrected some details in remark 8 (i.e. t

Scientific paper

We give a central limit theorem, which has applications to Bayesian
statistics and urn problems. The latter are investigated, by paying special
attention to multicolor randomly reinforced generalized Polya urns.

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