{"title":"Large deviation inequalities for the nonlinear unbalanced urn model","authors":"Jianan Shi, Zhenhong Yu, Yu Miao","doi":"arxiv-2409.07800","DOIUrl":null,"url":null,"abstract":"In the present paper, we consider the two-color nonlinear unbalanced urn\nmodel, under a drawing rule reinforced by an $\\mathbb{R}^+$-valued concave\nfunction and an unbalanced replacement matrix. The large deviation inequalities\nfor the nonlinear unbalanced urn model are established by using the stochastic\napproximation theory. As an auxiliary theory, we give a specific large\ndeviation inequality for a general stochastic approximation algorithm.","PeriodicalId":501245,"journal":{"name":"arXiv - MATH - Probability","volume":"12 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - MATH - Probability","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2409.07800","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In the present paper, we consider the two-color nonlinear unbalanced urn
model, under a drawing rule reinforced by an $\mathbb{R}^+$-valued concave
function and an unbalanced replacement matrix. The large deviation inequalities
for the nonlinear unbalanced urn model are established by using the stochastic
approximation theory. As an auxiliary theory, we give a specific large
deviation inequality for a general stochastic approximation algorithm.