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Almost sure and moment convergence for triangular Pólya urns
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Probability Theory and Combinatorics.ORCID iD: 0000-0002-9680-2790
2026 (English)In: Electronic Journal of Probability, E-ISSN 1083-6489, Vol. 31, article id 75Article in journal (Refereed) Published
Abstract [en]

We consider triangular Pólya urns and show under very weak conditions a general strong limit theorem of the form Xni/ania.s.⟶Xi, where Xni is the number of balls of colour i after n draws; the constants ani are explicit and of the form nαlogγn; the limit is a.s. positive, and may be either deterministic or random, but is in general unknown.

The result extends to urns with subtractions under weak conditions, but a counterexample shows that some conditions are needed.

For balanced urns we also prove moment convergence in the main results if the replacements have the corresponding moments.

The proofs are based on studying the corresponding continuous-time urn using martingale methods, and showing corresponding results there. In the main part of the paper, we assume for convenience that all replacements have finite second moments; in an appendix this is relaxed to Lp for some p>1.

Place, publisher, year, edition, pages
Institute of Mathematical Statistics, 2026. Vol. 31, article id 75
Keywords [en]
triangular Polya urns, balanced Polya urns, almost sure convergence, moment convergence
National Category
Probability Theory and Statistics Computational Mathematics
Identifiers
URN: urn:nbn:se:uu:diva-592503DOI: 10.1214/26-EJP1531ISI: 001779679200001Scopus ID: 2-s2.0-105040022336OAI: oai:DiVA.org:uu-592503DiVA, id: diva2:2081252
Funder
Knut and Alice Wallenberg FoundationSwedish Research CouncilAvailable from: 2026-06-29 Created: 2026-06-29 Last updated: 2026-06-29Bibliographically approved

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