2018
DOI: 10.48550/arxiv.1803.04207
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A.s. convergence for infinite colour Pólya urns associated with random walks

Abstract: We consider Pólya 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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Cited by 2 publications
(3 citation statements)
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References 15 publications
(35 reference statements)
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“…Now, assume that E[ Xn ] = µ for all n, for some fixed mean µ ∈ R d . Thus, the following is a general result about random variables satisfying the distributional recursion Equation (5). The result is a special case of Theorem 4.1 and Corollary 4.2 from [14], though since the proof is short it is included for completeness.…”
Section: Contraction Methods Resultsmentioning
confidence: 94%
See 1 more Smart Citation
“…Now, assume that E[ Xn ] = µ for all n, for some fixed mean µ ∈ R d . Thus, the following is a general result about random variables satisfying the distributional recursion Equation (5). The result is a special case of Theorem 4.1 and Corollary 4.2 from [14], though since the proof is short it is included for completeness.…”
Section: Contraction Methods Resultsmentioning
confidence: 94%
“…Z d ), central and local limit theorems for the random color of the n-th selected ball can be proven. This has been extended to almost sure convergence, with assumptions on the replacement scheme [5]. In all of these works, the urns are updated after drawing a single ball.…”
Section: Related Workmentioning
confidence: 99%
“…This model was introduced in [32], for specific types of weights and in full generality in [33]. It was also introduced independently by Janson in the case that all weights are one except the root, motivated by applications to infinite colour Pólya urns [34]. In [27], Sénizergues showed that a preferential attachment with additive fitness (with deterministic weights) is equal in distribution to an associated weighted random recursive tree with random weights, an interesting link between the two classes of models.…”
Section: Introductionmentioning
confidence: 99%