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.
Citation
Svante Janson. Nicolas Pouyanne. "Moment convergence of balanced Pólya processes." Electron. J. Probab. 23 1 - 13, 2018. https://doi.org/10.1214/17-EJP80
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