A strong law is obtained for the process {Xn} that represents the proportion of balls of each colour in a generalized Pólya urn with non-deterministic total replacement. We prove that this process fits the Robbins-Monro scheme of stochastic approximation and, by means of the ODE method, we obtain its a.s. limit
International audienceA multitype urn scheme with random replacements is considered. Each time a bal...
We complete the study of the model introduced in a previous paper by the same authors. It is a two-c...
Abstract. In this work we introduce a new type of urn model with infinite but countable many colors ...
We consider a general two-color urn model characterized by a 2x2 matrix of integerswithout constrain...
There are three processes associated to a generalized Pólya urn model. First, the process that repre...
Adaptive randomly reinforced urn (ARRU) is a two-color urn model where the updating process is defin...
We collect, survey and develop methods of (one-dimensional) stochastic approximation in a framework ...
Consider a generalized time-dependent Pólya urn process defined as follows. Let d∈N be the number of...
Consider a generalized time-dependent Pólya urn process defined as follows. Let d∈N be the number of...
Consider a generalized time-dependent Pólya urn process defined as follows. Let d∈N be the number of...
We consider weak and strong Gaussian approximations for a two-color generalized Friedman’s urn model...
AbstractA single urn model is considered for which, at each of a discrete set of time values, the ba...
A P\'olya urn is a stochastic process that describes the composition of an urn that contains balls o...
A P\'olya urn is a stochastic process that describes the composition of an urn that contains balls o...
In this work we analyze a class of diminishing 2×2 Pólya-Eggenberger urn models with ball replacemen...
International audienceA multitype urn scheme with random replacements is considered. Each time a bal...
We complete the study of the model introduced in a previous paper by the same authors. It is a two-c...
Abstract. In this work we introduce a new type of urn model with infinite but countable many colors ...
We consider a general two-color urn model characterized by a 2x2 matrix of integerswithout constrain...
There are three processes associated to a generalized Pólya urn model. First, the process that repre...
Adaptive randomly reinforced urn (ARRU) is a two-color urn model where the updating process is defin...
We collect, survey and develop methods of (one-dimensional) stochastic approximation in a framework ...
Consider a generalized time-dependent Pólya urn process defined as follows. Let d∈N be the number of...
Consider a generalized time-dependent Pólya urn process defined as follows. Let d∈N be the number of...
Consider a generalized time-dependent Pólya urn process defined as follows. Let d∈N be the number of...
We consider weak and strong Gaussian approximations for a two-color generalized Friedman’s urn model...
AbstractA single urn model is considered for which, at each of a discrete set of time values, the ba...
A P\'olya urn is a stochastic process that describes the composition of an urn that contains balls o...
A P\'olya urn is a stochastic process that describes the composition of an urn that contains balls o...
In this work we analyze a class of diminishing 2×2 Pólya-Eggenberger urn models with ball replacemen...
International audienceA multitype urn scheme with random replacements is considered. Each time a bal...
We complete the study of the model introduced in a previous paper by the same authors. It is a two-c...
Abstract. In this work we introduce a new type of urn model with infinite but countable many colors ...