On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions

Authors
Aletti, Giacomo May, Caterina Secchi, Piercesare
Citation
Aletti, Giacomo et al., On the distribution of the limit proportion for a two-color, randomly reinforced urn with equal reinforcement distributions, Advances in applied probability , 39(2), 2007, pp. 690-707
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
39
Issue
2
Year of publication
2007
Pages
690 - 707
Database
ACNP
SICI code
Abstract
We consider a two-color, randomly reinforced urn with equal reinforcement distributions and we characterize the distribution of the urn's limit proportion as the unique continuous solution of a functional equation involving unknown probability distributions on [0, 1].