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Central limit theorems for generalized Pólya urn models

Central limit theorems for generalized Pólya urn models

In this paper we obtain central limit theorems for generalized Pólya urn models with L ≥ 2 colors where one out of K different replacements (actions) is applied randomly at each step. Each possible action constitutes a row of the replacement matrix, which can be nonsquare and random. The actions …