Moment convergence of balanced P\'olya processes

Svante Janson; Nicolas Pouyanne

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arXiv · 1606.07022

Moment convergence of balanced P\'olya processes

Svante Janson·Nicolas Pouyanne

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Abstract

It is known that in an irreducible small P\'olya 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.

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Svante Janson, Nicolas Pouyanne. 2016-06-22. Moment convergence of balanced P\'olya processes. https://arxiv.org/abs/1606.07022

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