Strong Convergence for URN Models with Reducible Replacement Policy
نویسندگان
چکیده
منابع مشابه
Strong convergence for urn models with reducible replacement policy
A multitype urn scheme with random replacements is considered. Each time a ball is picked, another ball is added, and its type is chosen according to the transition probabilities of a reducible Markov chain. The vector of frequencies is shown to converge almost surely to a random element of the set of stationary measures of the Markov chain. Its probability distribution is characterized as the ...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2007
ISSN: 0021-9002,1475-6072
DOI: 10.1017/s0021900200003338