Stochastic processes with competing reinforcements
Abstract
We introduce a simple but powerful technique to study processes driven by two or more reinforcement mechanisms in competition. We apply our method to two types of models: to non conservative zero range processes on finite graphs, and to multi-particle random walks with positive and negative reinforcement on the edges. The results hold for a broad class of reinforcement functions, including those with superlinear growth. Our technique consists in a comparison of the original processes with suitable reference models. To implement the comparison we estimate a Radon-Nikodym derivative on a carefully chosen set of trajectories. Our results describe the almost surely long time behaviour of the processes. We also prove a phase transition depending on the strength of the reinforcement functions.
Cite
@article{arxiv.2105.00880,
title = {Stochastic processes with competing reinforcements},
author = {Dirk Erhard and Guilherme Reis},
journal= {arXiv preprint arXiv:2105.00880},
year = {2022}
}
Comments
The stated phase transition in the first version was wrong and now it is corrected. We are grateful to the anonymous referees for their valuable input