1. ScholarBank@NUS
  2. 1. Staff
  3. Staff Publications
Please use this identifier to cite or link to this item: https://doi.org/10.1214/aoap/1037125857
DC FieldValue
dc.titleGaussian approximation theorems for urn models and their applications
dc.contributor.authorBai, Z.D.
dc.contributor.authorHu, F.
dc.contributor.authorZhang, L.-X.
dc.date.accessioned2014-10-28T05:12:17Z
dc.date.available2014-10-28T05:12:17Z
dc.date.issued2002-11
dc.identifier.citationBai, Z.D., Hu, F., Zhang, L.-X. (2002-11). Gaussian approximation theorems for urn models and their applications. Annals of Applied Probability 12 (4) : 1149-1173. ScholarBank@NUS Repository. https://doi.org/10.1214/aoap/1037125857
dc.identifier.issn10505164
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105156
dc.description.abstractWe consider weak and strong Gaussian approximations for a two-color generalized Friedman's urn model with homogeneous and nonhomogeneous generating matrices. In particular, the functional central limit theorems and the laws of iterated logarithm are obtained. As an application, we obtain the asymptotic properties for the randomized-play-the-winner rule. Based on the Gaussian approximations, we also get some variance estimators for the urn model.
dc.sourceScopus
dc.subjectFunctional central limit theorems
dc.subjectGaussian approximation
dc.subjectNonhomogeneous generating matrix
dc.subjectRandomized play-the-winner rule
dc.subjectThe law of iterated logarithm
dc.subjectUrn model
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.doi10.1214/aoap/1037125857
dc.description.sourcetitleAnnals of Applied Probability
dc.description.volume12
dc.description.issue4
dc.description.page1149-1173
dc.identifier.isiutNOT_IN_WOS
Appears in Collections:Staff Publications

Show simple item record
Files in This Item:
There are no files associated with this item.

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.