Electronic Journal of Probability

Moment convergence of balanced Pólya processes

Svante Janson and Nicolas Pouyanne

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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

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

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

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Zentralblatt MATH identifier

Primary: 60C05: Combinatorial probability

Pólya urns Pólya processes moment convergence

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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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