IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v80y1999i1p87-101.html
   My bibliography  Save this article

Asymptotic theorems for urn models with nonhomogeneous generating matrices

Author

Listed:
  • Bai, Z. D.
  • Hu, Feifang

Abstract

The generalized Friedman's urn (GFU) model has been extensively applied to biostatistics. However, in the literature, all the asymptotic results concerning the GFU are established under the assumption of a homogeneous generating matrix, whereas, in practical applications, the generating matrices are often nonhomogeneous. On the other hand, even for the homogeneous case, the generating matrix is assumed in the literature to have a diagonal Jordan form and satisfies [lambda]>2 Re([lambda]1), where [lambda] and [lambda]1 are the largest eigenvalue and the eigenvalue of the second largest real part of the generating matrix (see Smythe, 1996, Stochastic Process. Appl. 65, 115-137). In this paper, we study the asymptotic properties of the GFU model associated with nonhomogeneous generating matrices. The results are applicable to a variety of settings, such as the adaptive allocation rules with time trends in clinical trials and those with covariates. These results also apply to the case of a homogeneous generating matrix with a general Jordan form as well as the case where [lambda] = 2 Re([lambda]1).

Suggested Citation

  • Bai, Z. D. & Hu, Feifang, 1999. "Asymptotic theorems for urn models with nonhomogeneous generating matrices," Stochastic Processes and their Applications, Elsevier, vol. 80(1), pages 87-101, March.
    • Handle: RePEc:eee:spapps:v:80:y:1999:i:1:p:87-101
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4149(98)00094-5
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Smythe, R. T., 1996. "Central limit theorems for urn models," Stochastic Processes and their Applications, Elsevier, vol. 65(1), pages 115-137, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Soumaya Idriss, 2022. "Nonlinear Unbalanced Urn Models via Stochastic Approximation," Methodology and Computing in Applied Probability, Springer, vol. 24(1), pages 413-430, March.
    2. Davidson, Allison & D. Ward, Mark, 2018. "The characterization of tenable Pólya urns," Statistics & Probability Letters, Elsevier, vol. 135(C), pages 38-43.
    3. Aletti, Giacomo & Ghiglietti, Andrea, 2017. "Interacting generalized Friedman’s urn systems," Stochastic Processes and their Applications, Elsevier, vol. 127(8), pages 2650-2678.
    4. Yanqing Yi & Yuan Yuan, 2013. "An optimal allocation for response-adaptive designs," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(9), pages 1996-2008, September.
    5. Janson, Svante, 2004. "Functional limit theorems for multitype branching processes and generalized Pólya urns," Stochastic Processes and their Applications, Elsevier, vol. 110(2), pages 177-245, April.
    6. Yuan, Ao & Chai, Gen Xiang, 2008. "Optimal adaptive generalized Polya urn design for multi-arm clinical trials," Journal of Multivariate Analysis, Elsevier, vol. 99(1), pages 1-24, January.
    7. Bai, Z. D. & Hu, Feifang & Shen, Liang, 2002. "An Adaptive Design for Multi-Arm Clinical Trials," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 1-18, April.
    8. Li-Xin, Zhang, 2006. "Asymptotic results on a class of adaptive multi-treatment designs," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 586-605, March.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Feng, Yarong & Mahmoud, Hosam M., 2021. "Dynamic Pólya–Eggenberger urns," Statistics & Probability Letters, Elsevier, vol. 174(C).
    2. Matthews, Peter C. & Rosenberger, William F., 1997. "Variance in randomized play-the-winner clinical trials," Statistics & Probability Letters, Elsevier, vol. 35(3), pages 233-240, October.
    3. Janson, Svante, 2004. "Functional limit theorems for multitype branching processes and generalized Pólya urns," Stochastic Processes and their Applications, Elsevier, vol. 110(2), pages 177-245, April.
    4. Bai, Z. D. & Hu, Feifang & Shen, Liang, 2002. "An Adaptive Design for Multi-Arm Clinical Trials," Journal of Multivariate Analysis, Elsevier, vol. 81(1), pages 1-18, April.
    5. Aletti, Giacomo & Ghiglietti, Andrea, 2017. "Interacting generalized Friedman’s urn systems," Stochastic Processes and their Applications, Elsevier, vol. 127(8), pages 2650-2678.
    6. Soumaya Idriss & Hosam Mahmoud, 2023. "Exact Covariances and Refined Asymptotics in Dichromatic Tenable Balanced Pólya Urn Schemes," Methodology and Computing in Applied Probability, Springer, vol. 25(2), pages 1-16, June.
    7. Li-Xin, Zhang, 2006. "Asymptotic results on a class of adaptive multi-treatment designs," Journal of Multivariate Analysis, Elsevier, vol. 97(3), pages 586-605, March.
    8. Yang, Li & Hu, Jiang & Bai, Zhidong, 2024. "Revisit of a Diaconis urn model," Stochastic Processes and their Applications, Elsevier, vol. 172(C).
    9. Gopal K. Basak & Amites Dasgupta, 2006. "Central and Functional Central Limit Theorems for a Class of Urn Models," Journal of Theoretical Probability, Springer, vol. 19(3), pages 741-756, December.
    10. Dasgupta, Amites, 2024. "Azuma-Hoeffding bounds for a class of urn models," Statistics & Probability Letters, Elsevier, vol. 204(C).
    11. Yi, Yanqing & Wang, Xikui, 2007. "Goodness-of-fit test for response adaptive clinical trials," Statistics & Probability Letters, Elsevier, vol. 77(10), pages 1014-1020, June.
    12. Kotz, Samuel & Mahmoud, Hosam & Robert, Philippe, 2000. "On generalized Pólya urn models," Statistics & Probability Letters, Elsevier, vol. 49(2), pages 163-173, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:80:y:1999:i:1:p:87-101. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.