A functional central limit theorem for a class of urn models
نویسندگان
چکیده
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.
منابع مشابه
Limit Laws for a Class of Diminishing Urn Models. Limit Laws for a Class of Diminishing Urn Models
In this work we analyze a class of diminishing 2 × 2 Pólya-Eggenberger urn models with ball replacement matrix M given by M = ` −a 0 c −d´, a, d ∈ N and c ∈ N0. We obtain limit laws for this class of 2 × 2 urns by giving estimates for the moments of the considered random variables. As a special instance we obtain limit laws for the pills problem, proposed by Knuth and McCarthy, which correspond...
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