A survey of random processes with reinforcement
Probability
2007-05-23 v2
Abstract
The models surveyed include generalized P\'{o}lya 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.
Keywords
Cite
@article{arxiv.math/0610076,
title = {A survey of random processes with reinforcement},
author = {Robin Pemantle},
journal= {arXiv preprint arXiv:math/0610076},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/07-PS094 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)