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arXiv 2008-11-13 DOI 10.1239/aap/1253281065 2 views

A Central Limit Theorem, and related results, for a two-color randomly reinforced urn

Aletti, G. · May, C. · Secchi, P.

Original · EN

We prove a Central Limit Theorem for the sequence of random compositions of a two-color randomly reinforced urn. As a consequence, we are able to show that the distribution of the urn limit composition has no point masses.

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