Journal
PROCEEDINGS OF THE INDIAN ACADEMY OF SCIENCES-MATHEMATICAL SCIENCES
Volume 117, Issue 4, Pages 517-543Publisher
SPRINGER INDIA
DOI: 10.1007/s12044-007-0043-8
Keywords
central limit theorem; Markov chains; martingale; urn models
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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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