An urn model with non deterministic total replacement

Autores: T. Roldán
Localización: VII Jornadas Zaragoza-Pau de Matemática Aplicada y estadística: Jaca (Huesca). 17-18 de septiembre de 2001 / coord. por Monique Madaune-Tort , 2003, ISBN 84-96214-04-4, págs. 337-344
Idioma: inglés
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Resumen
- A strong law is obtained for the process {Xn} that represents the proportion of balls of each colour in a generalized Pólya urn with non-deterministic total replacement. We prove that this process fits the Robbins-Monro scheme of stochastic approximation and, by means of the ODE method, we obtain its a.s. limit.