A survey of random processes with reinforcement

被引：339

作者：

Pemantle, Robin

机构：

来源：

PROBABILITY SURVEYS | 2007年 / 4卷

关键词：

urn model; urn scheme; Polya's urn; stochastic approximation; dynamical system; exchangeability; Lyapunov function; reinforced random walk; ERRW; VRRW; learning; agent-based model; evolutionary game theory; self-avoiding walk;

D O I：

10.1214/07-PS094

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The models surveyed include generalized Polya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of some proofs. Applications are discussed in statistics, biology, economics and a number of other areas.

引用

页码：1 / 79

页数：79

共 201 条

[1] THE RANDOM-WALK CONSTRUCTION OF UNIFORM SPANNING-TREES AND UNIFORM LABELED TREES [J].