We construct an independent increments Gaussian process associated to a class of multicolor urn models. The construction uses random variables from the urn model which are different from the random variables for which central limit theorems are available in the two color case.
|Translated title of the contribution||A functional central limit theorem for a class of urn models|
|Pages (from-to)||493 - 498|
|Journal||Proceedings of the Indian Academy of Sciences - Mathematical Sciences|
|Publication status||Published - Nov 2005|
Bibliographical notePublisher: Indian Academy Sciences
Other identifier: IDS Number: 990PE