Random replacements in P\'olya urns with infinitely many colours
classification
🧮 math.PR
keywords
urnsreplacementsspacecoloursconsiderolyarandombandyopadhyay
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We consider the general version of P\'olya urns recently studied by Bandyopadhyay and Thacker (2016+) and Mailler and Marckert (2017), with the space of colours being any Borel space $S$ and the state of the urn being a finite measure on $S$. We consider urns with random replacements, and show that these can be regarded as urns with deterministic replacements using the colour space $S\times[0,1]$.
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