arXiv subjects

Arup Bose

Publications and source records attributed to Arup Bose.

40 records · Page 3Linked to original sources

arXiv2009

Multicolor urn models with reducible replacement matrices

Consider the multicolored urn model where, after every draw, balls of the different colors are added to the urn in a proportion determined by a given stochastic replacement matrix. We consider some special replacement matrices which are not irreducible. For three- and four-color urns, we derive the asymptotic behavior of linear combinations of the number of balls. In particular, we show that certain linear combinations of the balls of different colors have limiting distributions which are variance mixtures of normal distributions. We also obtain almost sure limits in certain cases in contrast to the corresponding irreducible cases, where only weak limits are known.

math.PR↗

arXiv2008

Strong laws for balanced triangular urns

Consider an urn model whose replacement matrix is triangular, has all entries nonnegative and the row sums are all equal to one. We obtain the strong laws for the counts of balls corresponding to each color. The scalings for these laws depend on the diagonal elements of a rearranged replacement matrix. We use the strong laws obtained to study further behavior of certain three color urn models.

math.PR↗

arXiv2008

Maxima of Dirichlet and triangular arrays of gamma variables

Consider a rowwise independent triangular array of gamma random variables with varying parameters. Under several different conditions on the shape parameter, we show that the sequence of row-maximums converges weakly after linear or power transformation. Depending on the parameter combinations, we obtain both Gumbel and non-Gumbel limits. The weak limits for maximum of the coordinates of certain Dirichlet vectors of increasing dimension are also obtained using the gamma representation.

math.PR↗

arXiv2005

Generalized bootstrap for estimating equations

We introduce a generalized bootstrap technique for estimators obtained by solving estimating equations. Some special cases of this generalized bootstrap are the classical bootstrap of Efron, the delete-d jackknife and variations of the Bayesian bootstrap. The use of the proposed technique is discussed in some examples. Distributional consistency of the method is established and an asymptotic representation of the resampling variance estimator is obtained.

math.ST↗