A.s. convergence for infinite colour P\'olya urns associated with random walks
classification
🧮 math.PR
keywords
convergencedistributionassumingcolourolyarandomurnsassociated
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We consider P\'olya urns with infinitely many colours that are of a random walk type, in two related version. We show that the colour distribution a.s., after rescaling, converges to a normal distribution, assuming only second moments on the offset distribution. This improves results by Bandyopadhyay and Thacker (2014--2017; convergence in probability), and Mailler and Marckert (2017; a.s. convergence assuming exponential moment).
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