Electronic Journal of Probability

Moment convergence of balanced Pólya processes

Svante Janson and Nicolas Pouyanne

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Abstract

It is known that in an irreducible small Pólya urn process, the composition of the urn after suitable normalization converges in distribution to a normal distribution. We show that if the urn also is balanced, this normal convergence holds with convergence of all moments, thus giving asymptotics of (central) moments.

Article information

Source
Electron. J. Probab., Volume 23 (2018), paper no. 34, 13 pp.

Dates
Received: 22 June 2016
Accepted: 30 June 2017
First available in Project Euclid: 28 April 2018

Permanent link to this document
https://projecteuclid.org/euclid.ejp/1524880978

Digital Object Identifier
doi:10.1214/17-EJP80

Zentralblatt MATH identifier
1390.60044

Subjects
Primary: 60C05: Combinatorial probability

Keywords
Pólya urns Pólya processes moment convergence

Rights
Creative Commons Attribution 4.0 International License.

Citation

Janson, Svante; Pouyanne, Nicolas. Moment convergence of balanced Pólya processes. Electron. J. Probab. 23 (2018), paper no. 34, 13 pp. doi:10.1214/17-EJP80. https://projecteuclid.org/euclid.ejp/1524880978


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References

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The Institute of Mathematical Statistics and the Bernoulli Society

Electronic Journal of Probability

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