Interacting reinforced-urn systems

Interacting reinforced-urn systems

We introduce a class of discrete-time stochastic processes generated by interacting systems of reinforced urns. We show that such processes are asymptotically partially exchangeable and we prove a strong law of large numbers. Examples and the analysis of particular cases show that interacting reinfo...

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Veröffentlicht in:Advances in applied probability 2004-09, Vol.36 (3), p.791-804
Hauptverfasser: Paganoni, Anna Maria, Secchi, Piercesare
Format: Artikel
Sprache:eng
Schlagworte:
60F15
60G09
Frequency distribution
General Applied Probability
Integers
Martingales
Mathematical analysis
Perceptron convergence procedure
Probability
Probability distributions
Pólya urn
Random variables
reinforcement
Stochastic models
Stochastic processes
Studies
Urn model
Vertices
Zoos
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Beschreibung
Zusammenfassung:We introduce a class of discrete-time stochastic processes generated by interacting systems of reinforced urns. We show that such processes are asymptotically partially exchangeable and we prove a strong law of large numbers. Examples and the analysis of particular cases show that interacting reinforced-urn systems are very flexible representations for modelling countable collections of dependent and asymptotically exchangeable sequences of random variables.
ISSN:0001-8678
1475-6064
DOI:10.1239/aap/1093962234