多牵引动态弗里德曼瓮与相反的加强

IF 0.7 3区 工程技术 Q4 ENGINEERING, INDUSTRIAL Probability in the Engineering and Informational Sciences Pub Date : 2023-01-26 DOI:10.1017/s0269964822000535
Shuyang Gao, Rafik Aguech
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引用次数: 0

摘要

在本研究中,我们考虑了一类具有随时间变化的替换规则的多拉伸反向强化瓮。该类具有弗里德曼型瓮的对称性质。我们将该类划分为小增量区和大增量区。对于小增量格式,我们用随机逼近证明了白球比例的几乎肯定收敛性和一个中心极限定理。对于大增量方案,通过假设亲和条件,利用鞅理论证明了白球比例的收敛性,并给出了一种确定白球比例极限分布的方法。
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Multiple-drawing dynamic Friedman urns with opposite-reinforcement
In this study, we consider a class of multiple-drawing opposite-reinforcing urns with time-dependent replacement rules. The class has the symmetric property of a Friedman-type urn. We divide the class into a small-increment regime and a large-increment regime. For small-increment schemes, we prove almost-sure convergence and a central limit theorem for the proportion of white balls by stochastic approximation. For large-increment schemes, by assuming the affinity condition, we show almost-sure convergence of the proportion of white balls by martingale theory and present a way to identify the limit distribution of the proportion of white balls.
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来源期刊
CiteScore
2.20
自引率
18.20%
发文量
45
审稿时长
>12 weeks
期刊介绍: The primary focus of the journal is on stochastic modelling in the physical and engineering sciences, with particular emphasis on queueing theory, reliability theory, inventory theory, simulation, mathematical finance and probabilistic networks and graphs. Papers on analytic properties and related disciplines are also considered, as well as more general papers on applied and computational probability, if appropriate. Readers include academics working in statistics, operations research, computer science, engineering, management science and physical sciences as well as industrial practitioners engaged in telecommunications, computer science, financial engineering, operations research and management science.
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