N ov 2 00 8 A Central Limit Theorem , and related results , for a two - color randomly reinforced urn

نویسنده

  • Piercesare Secchi
چکیده

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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2 00 9 A Central Limit Theorem , and related results , for a two - color randomly reinforced urn

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تاریخ انتشار 2009