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A.s. convergence for infinite colour Pólya urns associated with random walks
Arkiv för Matematik ( IF 0.7 ) Pub Date : 2021-04-01 , DOI: 10.4310/arkiv.2021.v59.n1.a4 Svante Janson 1
Arkiv för Matematik ( IF 0.7 ) Pub Date : 2021-04-01 , DOI: 10.4310/arkiv.2021.v59.n1.a4 Svante Janson 1
Affiliation
We consider Pólya urns with infinitely many colours that are of a random walk type, in two related versions. 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).
中文翻译:
作为无限颜色的融合,与随机游走相关的Pólya骨灰盒
我们认为Pólya骨灰盒具有两个随机版本的无限多种随机行走的颜色。我们显示,重新缩放后的颜色分布会收敛到正态分布,假设偏移分布上只有第二个矩。Bandyopadhyay和Thacker(2014-2017;概率收敛),以及Mailler和Marckert(2017;收敛假设指数矩)改善了结果。
更新日期:2021-05-05
中文翻译:
作为无限颜色的融合,与随机游走相关的Pólya骨灰盒
我们认为Pólya骨灰盒具有两个随机版本的无限多种随机行走的颜色。我们显示,重新缩放后的颜色分布会收敛到正态分布,假设偏移分布上只有第二个矩。Bandyopadhyay和Thacker(2014-2017;概率收敛),以及Mailler和Marckert(2017;收敛假设指数矩)改善了结果。