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A survey of random processes with reinforcement (2007)

Abstract
The models surveyed include generalized Pólya 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.

Publication details
Download http://ProjectEuclid.org/getRecord?id=euclid.ps/1172244137
Publisher IMS and ISI/Bernoulli Society
Repository Project Euclid (Hosted at Cornell University Library) (United States)
Keywords 60J20 (MSC2000), 60G50 (MSC2000), 37A50 (MSC2000), urn model, urn scheme, Pólya’s urn, stochastic approximation, dynamical system, exchangeability, Lyapunov function, reinforced random walk, ERRW, VRRW, learning, agent-based model, evolutionary game theory, self-avoiding walk
Type text
Language Englisch