Mean and variance of balanced P\'olya urns
  It is well known that in a small P\'olya urn, i.e., an urn where second largest real part of an eigenvalue is at most half the largest eigenvalue, the distribution of the numbers of balls of different colours in the urn is asymptotically normal under weak additional conditions. We consider the balanced case, and then give asymptotics of the mean and the covariance matrix, showing that after appropriate normalization, the mean and covariance matrix converge to the mean and variance of the limiting normal distribution. 
Svante Janson
math.PR