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Central Limit Theorems for Multicolor Urns with Dominated Colors

3 July 2009
P. Berti
I. Crimaldi
L. Pratelli
P. Rigo
    LRM
ArXiv (abs)PDFHTML
Abstract

An urn contains balls of d colors. At each time, a ball is drawn and then replaced together with a random number of balls of the same color. Assuming that some colors are dominated by others, we prove central limit theorems. Some statistical applications are discussed.

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