A functional central limit theorem for a class of urn models

Details A functional central limit theorem for a class of urn models A functional central limit theorem for a class of urn models

2005-12-14

arxiv.org/abs/math/0512325v1

Proc. Indian Acad. Sci. (Math. Sci.), Vol. 115, No. 4, November 2005, pp. 493-498

Mathematics

Probability

6 pages

Scientific paper

We construct an independent increments Gaussian process associated to a class
of multicolor urn models. The construction uses random variables from the urn
model which are different from the random variables for which central limit
theorems are available in the two color case.

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