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Central limit theorems for a class of irreducible multicolor urn models

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Abstract

We take a unified approach to central limit theorems for a class of irreducible multicolor urn models with constant replacement matrix. Depending on the eigenvalue, we consider appropriate linear combinations of the number of balls of different colors. Then under appropriate norming the multivariate distribution of the weak limits of these linear combinations is obtained and independence and dependence issues are investigated. Our approach consists of looking at the problem from the viewpoint of recursive equations.

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Authors and Affiliations

  1. Stat-Math Unit, Indian Statistical Institute, 203 B.T. Road, Kolkata, 700 108, India

    Gopal K. Basak & Amites Dasgupta

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  1. Gopal K. Basak
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  2. Amites Dasgupta
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Correspondence to Gopal K. Basak.

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Basak, G.K., Dasgupta, A. Central limit theorems for a class of irreducible multicolor urn models. Proc Math Sci 117, 517–543 (2007). https://doi.org/10.1007/s12044-007-0043-8

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  • DOI: https://doi.org/10.1007/s12044-007-0043-8

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