Interacting stochastic processes with local/global reinforcement schemes

Abstract : The Polya urn is a well known reinforcement stochastic process leading to a random (beta-distributed) time-asymptotics. The Friedman urn is a modification whose time-limit is not random anymore. We consider a (finite-) system of interacting reinforced stochastic processes mixing these two schemes with different strength. Individual components are updated through a competition between a local reinforcement rule and a global one, defined as transformation of the average state (mean field). We study the time-asymptotics and synchronisation phenomenon according to the different parameter regimes.
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Poster communications
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https://hal-univ-poitiers.archives-ouvertes.fr/hal-01666548
Contributor : Meghdad Mirebrahimi <>
Submitted on : Monday, December 18, 2017 - 3:09:50 PM
Last modification on : Wednesday, September 5, 2018 - 1:30:08 PM

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Meghdad Mirebrahimi, Pierre-Yves Louis. Interacting stochastic processes with local/global reinforcement schemes. School on "Mathematical modeling in Life Sciences" at the Centro di Ricerca matematica, Sep 2017, Pisa, Italy. 2017. ⟨hal-01666548⟩

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