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arxiv: 1606.07022 · v1 · pith:VWI62HCFnew · submitted 2016-06-22 · 🧮 math.PR

Moment convergence of balanced P\'olya processes

classification 🧮 math.PR
keywords convergencebalanceddistributionmomentsnormalolyaasymptoticscentral
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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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