A generalized Polya's urn with graph based interactions: convergence at linearity

被引:18
作者
Chen, Jun [1 ]
Lucas, Cyrille [2 ,3 ]
机构
[1] CALTECH, Pasadena, CA 91125 USA
[2] Weizmann Inst Sci, IL-76100 Rehovot, Israel
[3] Univ Paris Diderot, Paris, France
关键词
Dynamical system approach; graph based interactions; ordinary differential equations; Polya's urn; stochastic approximations;
D O I
10.1214/ECP.v19-3094
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 consider a special case of the generalized Polya's urn model introduced in [3]. Given a finite connected graph G, place a bin at each vertex. Two bins are called a pair if they share an edge of G. At discrete times, a ball is added to each pair of bins. In a pair of bins, one of the bins gets the ball with probability proportional to its current number of balls. A question of essential interest for the model is to understand the limiting behavior of the proportion of balls in the bins for different graphs G. In this paper, we present two results regarding this question. If G is not balanced-bipartite, we prove that the proportion of balls converges to some deterministic point v = v (G) almost surely. If G is regular bipartite, we prove that the proportion of balls converges to a point in some explicit interval almost surely. The question of convergence remains open in the case when G is non-regular balanced-bipartite.
引用
收藏
页码:1 / 13
页数:13
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