• Central Limit Theorems for a Class of Irreducible Multicolor Urn Models

    • Fulltext

       

        Click here to view fulltext PDF


      Permanent link:
      https://www.ias.ac.in/article/fulltext/pmsc/117/04/0517-0543

    • Keywords

       

      Central limit theorem; Markov chains; martingale; urn models.

    • Abstract

       

      We take a unified approach to central limit theorems for a class of irreducible multicolor urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate linear combinations of the number of balls of different colors. Then under appropriate norming the multivariate distribution of the weak limits of these linear combinations is obtained and independence and dependence issues are investigated. Our approach consists of looking at the problem from the viewpoint of recursive equations.

    • Author Affiliations

       

      Gopal K Basak1 Amites Dasgupta1

      1. Stat-Math Unit, Indian Statistical Institute, 203 B.T. Road, Kolkata 700 108, India
    • Dates

       
  • Proceedings – Mathematical Sciences | News

    • Editorial Note on Continuous Article Publication

      Posted on July 25, 2019

      Click here for Editorial Note on CAP Mode

© 2021-2022 Indian Academy of Sciences, Bengaluru.