On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions

Advances in Applied Probability

Volumn 39, Issue 3, 2007, Pages 690-707

  Aletti, Giacomo ^a   May, Caterina ^a   Secchi, Piercesare ^b  

^a UNIVERSITY OF MILAN   (Italy)

^b POLITECNICO DI MILANO   (Italy)

Author keywords

Functional equation in unknown distribution functions; Generalized Polya's urn sequence; Randomized response adaptive design of experiments; Reinforced urn process

Indexed keywords

DESIGN OF EXPERIMENTS; FUNCTION EVALUATION; RANDOM PROCESSES;

EQUAL REINFORCEMENT DISTRIBUTION; POLYA'S URN SEQUENCE;

PROBABILITY DISTRIBUTIONS;

EID: 35948963973     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1189518634     Document Type: Article

References (7)

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