非线性不平衡瓮模型的大偏差不等式

arXiv - MATH - Probability Pub Date : 2024-09-12 DOI:arxiv-2409.07800

Jianan Shi, Zhenhong Yu, Yu Miao

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引用次数: 0

摘要

本文考虑了在$\mathbb{R}^+$值凹函数和不平衡替换矩阵强化的抽签规则下的双色非线性不平衡瓮模型。我们利用随机逼近理论建立了非线性不平衡瓮模型的大偏差不等式。作为辅助理论，我们给出了一般随机逼近算法的具体大偏差不等式。

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Large deviation inequalities for the nonlinear unbalanced urn model

In the present paper, we consider the two-color nonlinear unbalanced urn model, under a drawing rule reinforced by an $\mathbb{R}^+$-valued concave function and an unbalanced replacement matrix. The large deviation inequalities for the nonlinear unbalanced urn model are established by using the stochastic approximation theory. As an auxiliary theory, we give a specific large deviation inequality for a general stochastic approximation algorithm.

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arXiv - MATH - Probability

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