Interacting reinforced-urn systems

被引：16

作者：

Paganoni, AM ^{[1
]}

Secchi, P ^{[1
]}

机构：

[1] Politecn Milan, Dipartimento Matemat F Brioschi, I-20123 Milan, Italy

来源：

ADVANCES IN APPLIED PROBABILITY | 2004年 / 36卷 / 03期

关键词：

urn model; reinforcement; Polya urn;

D O I：

10.1239/aap/1093962234

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：

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.

引用

页码：791 / 804

页数：14

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