Random replacements in P\'olya urns with infinitely many colours

Abstract

We consider the general version of P\'olya urns recently studied by Bandyopadhyay and Thacker (2016+) and Mailler and Marckert (2017), with the space of colours being any Borel space $S$ and the state of the urn being a finite measure on $S$. We consider urns with random replacements, and show that these can be regarded as urns with deterministic replacements using the colour space $S\times[0,1]$.