A Central Limit Theorem and its Applications to Multicolor Randomly Reinforced Urns

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We give a central limit theorem, which has applications to Bayesian statistics and urn problems. The latter are investigated, by paying special attention to multicolor randomly reinforced generalized Polya urns.
18 pages, preprint, second version, date first version: April 6, 2009. We have just corrected some details in remark 8 (i.e. the old remark 9) and in subsection 4.4

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