Asymptotics for randomly reinforced urns with random barriers

Abstract

An urn contains black and red balls. Let Zn be the proportion of black balls at time n and 0 ≤ L < U ≤ 1 random barriers. At each time n, a ball bn is drawn. If bn is black and Zn−1 < U , then bn is replaced together with a random number Bn of black balls. If bn is red and Zn−1 > L, then bn is replaced together with a random number Rn of red balls… (More)
DOI: 10.1017/jpr.2016.75

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