A generalized urn with multiple drawing and random addition

Annals of the Institute of Statistical Mathematics(2018)

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摘要
In this paper, we consider an unbalanced urn model with multiple drawing. At each discrete time step n , we draw m balls at random from an urn containing white and blue balls. The replacement of the balls follows either opposite or self-reinforcement rule. Under the opposite reinforcement rule, we use the stochastic approximation algorithm to obtain a strong law of large numbers and a central limit theorem for W_n : the number of white balls after n draws. Under the self-reinforcement rule, we prove that, after suitable normalization, the number of white balls W_n converges almost surely to a random variable W_∞ which has an absolutely continuous distribution.
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关键词
Unbalanced urn, Stochastic approximation, Martingale, Maximal inequality
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