Moment convergence of balanced P\'olya processes
Probability
2016-06-23 v1
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.
Keywords
Cite
@article{arxiv.1606.07022,
title = {Moment convergence of balanced P\'olya processes},
author = {Svante Janson and Nicolas Pouyanne},
journal= {arXiv preprint arXiv:1606.07022},
year = {2016}
}
Comments
16 pages