Nonlinear and unbalanced urn models with two types of strategies: a stochastic approximation point of view

IF 0.7 3区工程技术 Q4 ENGINEERING, INDUSTRIAL

Probability in the Engineering and Informational Sciences Pub Date : 2022-05-20 DOI:10.1017/s0269964822000134

Soumaya Idriss

引用次数: 0

Abstract

In this paper, we treat a nonlinear and unbalanced $2$ -color urn scheme, subjected to two different nonlinear drawing rules, depending on the color withdrawn. We prove a central limit theorem as well as a law of large numbers for the urn composition. We also give an estimate of the mean and variance of both types of balls.

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具有两种策略的非线性和不平衡瓮模型:随机逼近的观点

在本文中，我们处理了一个非线性和不平衡的$2$色瓮方案，它受到两种不同的非线性绘制规则，取决于提取的颜色。我们证明了一个中心极限定理和一个大数定律。我们还给出了两种球的均值和方差的估计。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Probability in the Engineering and Informational Sciences 数学-工程：工业

CiteScore

2.20

自引率

18.20%

发文量

审稿时长

>12 weeks

期刊介绍： The primary focus of the journal is on stochastic modelling in the physical and engineering sciences, with particular emphasis on queueing theory, reliability theory, inventory theory, simulation, mathematical finance and probabilistic networks and graphs. Papers on analytic properties and related disciplines are also considered, as well as more general papers on applied and computational probability, if appropriate. Readers include academics working in statistics, operations research, computer science, engineering, management science and physical sciences as well as industrial practitioners engaged in telecommunications, computer science, financial engineering, operations research and management science.