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Moment convergence of balanced Polya processes
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
Univ Paris Saclay, CNRS, UVSQ, Lab Math Versailles, F-78035 Versailles, France.
2018 (English)In: Electronic Journal of Probability, ISSN 1083-6489, E-ISSN 1083-6489, Vol. 23, article id 34Article in journal (Refereed) Published
Abstract [en]

It is known that in an irreducible small Polya 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.

Place, publisher, year, edition, pages
2018. Vol. 23, article id 34
Keywords [en]
Polya urns, Polya processes, moment convergence
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:uu:diva-355480DOI: 10.1214/17-EJP80ISI: 000431687400002OAI: oai:DiVA.org:uu-355480DiVA, id: diva2:1229224
Funder
Knut and Alice Wallenberg FoundationAvailable from: 2018-06-29 Created: 2018-06-29 Last updated: 2018-06-29Bibliographically approved

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Janson, Svante

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