期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2018
卷号：XV
期号：1
页码：375-408
DOI：10.30757/ALEA.v15-16
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：The present paper aims at describing in details the asymptotic compositionof a class of d-colour Polya urns: namely balanced, tenable and irreducibleurns. We decompose the composition vector of such urns according to the Jordandecomposition of their replacement matrix. The projections of the composition vectoronto the so-called small Jordan spaces are known to be asymptotically Gaussian,but the asymptotic behaviour of the projections onto the large Jordan spaces arenot known in full details up to now and are described by a limit random variablecalled W, depending on the parameters of the urn.We prove, via the study of smoothing systems, that the variable W has a densityand that it is moment-determined.
