New York, May 14.- Princesa Colonna, John W. Alackay's stepdaughter, arrived in this city from California in her special car Traveler. She was accompanied by her children and her brother, who met the car at Chicago. She was driven at once to her father's apartments at Belgravia, Fifth avenne and Fifty-second street. She and her children are in the best of health. They will remain a few days, and then the princess will go to London and spend the season with her mother. The children will remain here and the ruother it ia said, will return in the autumn and make her permanent residence here. She says there is no truth in the rumor that ehe is going back to her husband, nor did she go to the west to secure a divorce.