An urn contains $N$ red balls and $N$ black balls. Consider the game in which you sequentially draw balls from the urn:
a) with replacement; b) without replacement, until the $2N$ balls are all drawn; c) replacing the opposite color.
For each red ball, you gain $1\$$ dollar, and get $1\$$ fined for each black ball.
It is known that the evolution of the capital at time $n\in\mathbb{N}$ is a discrete version of the: a) Brownian motion b) Brownian bridge c) Ornstein-Uhlenbeck. I wonder what should be the mechanics of the game for getting the discrete version of an Ornstein-Uhlenbeck bridge. Moreover, can we design dynamics like a)-c) to match any Gaussian Process (with replacement) and Bridges (without replacement) derived from them.
I know that my question is not that specific. But I just wonder how far can we extend this type of "urn game". I think that, at the core, this question gets boiled down to Random Walks approximating continuous tiume Gauss-Markov processes. Some version of the CLT, like the functional Donsker's theorem