A Central Limit Theorem and Its Applications to Multicolor Randomly Reinforced Urns

Let (Xn) be a sequence of integrable real random variables, adapted to a filtration (Gn). Define: Cn = n^(1/2) {1/n SUM(k=1:n) Xk - E(Xn+1

Year of publication:	2010
Authors:	Berti, Patrizia ; Crimaldi, Irene ; Pratelli, Luca ; Rigo, Pietro
Publisher:	Pavia : Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ)
Subject:	Bayesian statistics Central limit theorem Empirical distribution Poisson-Dirichlet process Predictive distribution Random probability measure Stable convergence Urn model

Series:	Quaderni di Dipartimento ; 112
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	783564139 [GVK] hdl:10419/95310 [Handle] RePEc:pav:wpaper:112 [RePEc]
Source:	EconStor

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010335298