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Nonlinear Unbalanced Urn Models via Stochastic Approximation
Methodology and Computing in Applied Probability ( IF 0.9 ) Pub Date : 2021-04-21 , DOI: 10.1007/s11009-021-09858-6
Soumaya Idriss

This paper presents a link between unbalanced non-linear urn model (a two-colored urn model) and stochastic approximation theory. Findings of our study reveal a successful establishment of limit laws for the urn composition, obtained under a drawing rule reinforced by an \(\mathbb {R}_{+}\)-valued concave function and a non-balanced replacement matrix.



中文翻译:

随机逼近的非线性不平衡Ur模型

本文提出了非平衡非线性模型(两色模型)与随机逼近理论之间的联系。我们的研究结果表明,成功建立了骨灰盒组成的极限定律,该极限定律是在由\(\ mathbb {R} _ {+} \)值凹函数和非平衡置换矩阵所增强的绘图规则下获得的。

更新日期:2021-04-21
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