We consider systems of interacting Generalized Friedman's Urns (GFUs) having irreducible mean replacement matrices. The interaction is modeled through the probability to sample the colors from each urn, that is defined as convex combination of the urn proportions in the system. From the weights of these combinations we individuate subsystems of urns evolving with different behaviors. We provide a complete description of the asymptotic properties of urn proportions in each subsystem by establishing limiting proportions, convergence rates and Central Limit Theorems. The main proofs are based on a detailed eigenanalysis and stochastic approximation techniques.

Aletti, G., Ghiglietti, A., Interacting generalized Friedman's urn systems, <<STOCHASTIC PROCESSES AND THEIR APPLICATIONS>>, 2017; 127 (8): 2650-2678. [doi:10.1016/j.spa.2016.12.003] [http://hdl.handle.net/10807/109397]

Interacting generalized Friedman's urn systems

Ghiglietti, Andrea
2017

Abstract

We consider systems of interacting Generalized Friedman's Urns (GFUs) having irreducible mean replacement matrices. The interaction is modeled through the probability to sample the colors from each urn, that is defined as convex combination of the urn proportions in the system. From the weights of these combinations we individuate subsystems of urns evolving with different behaviors. We provide a complete description of the asymptotic properties of urn proportions in each subsystem by establishing limiting proportions, convergence rates and Central Limit Theorems. The main proofs are based on a detailed eigenanalysis and stochastic approximation techniques.
Inglese
Aletti, G., Ghiglietti, A., Interacting generalized Friedman's urn systems, <<STOCHASTIC PROCESSES AND THEIR APPLICATIONS>>, 2017; 127 (8): 2650-2678. [doi:10.1016/j.spa.2016.12.003] [http://hdl.handle.net/10807/109397]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10807/109397
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