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Nonlinear unbalanced urn models via stochastic approximation. (English) Zbl 1487.62098

Summary: 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.

MSC:

62L20 Stochastic approximation
62E20 Asymptotic distribution theory in statistics
60E05 Probability distributions: general theory
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