Codice26/2008
TitoloA Central Limit Theorem, and related results, for two-color randomly reinforced urn
Data2008-11-24
Autore/iAletti, Giacomo; May, Caterina; Secchi, Piercesare
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AbstractWe prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.