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This work deals with systems of interacting reinforced stochastic processes, where each process $X^j=(X_{n,j})_n$ is located at a vertex $j$ of a finite weighted direct graph, and it can be interpreted as the sequence of "actions" adopted…

Probability · Mathematics 2019-09-26 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization,…

Probability · Mathematics 2025-06-11 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

This work deals with a system of interacting reinforced stochastic processes, where each process $X^j=(X_{n,j})_n$ is located at a vertex $j$ of a finite weighted direct graph, and it can be interpreted as the sequence of "actions" adopted…

Probability · Mathematics 2020-09-10 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

Randomly evolving systems composed by elements which interact among each other have always been of great interest in several scientific fields. This work deals with the synchronization phenomenon, that could be roughly defined as the…

Probability · Mathematics 2017-12-18 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

We study systems of interacting reinforced stochastic processes, where agents' decisions evolve under reinforcement, network-mediated interactions, and environmental influences. In competitive environments with irreducible networks, we…

Probability · Mathematics 2025-09-18 Michele Aleandri , Paolo Dai Pra , Ida Germana Minelli

We study the asymptotic behavior for asymmetric neuronal dynamics in a network of linear Hopfield neurons. The interaction between the neurons is modeled by random couplings which are centered i.i.d. random variables with finite moments of…

Probability · Mathematics 2020-06-08 Olivier Faugeras , Émilie Soret , Etienne Tanré

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

Statistics Theory · Mathematics 2016-11-22 Teo Sharia , Lei Zhong

In a network of reinforced stochastic processes, for certain values of the parameters, all the agents' inclinations synchronize and converge almost surely toward a certain random variable. The present work aims at clarifying when the agents…

Probability · Mathematics 2025-06-11 Giacomo Aletti , Irene Crimaldi , Andrea Ghiglietti

'Rich get richer' rule comforts previously often chosen actions. What is happening to the evolution of individual inclinations to choose an action when agents do interact ? Interaction tends to homogenize while each individual dynamics…

Probability · Mathematics 2020-08-05 Irene Crimaldi , Pierre-Yves Louis , Ida Germana Minelli

This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…

Probability · Mathematics 2018-07-19 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn

We study a system of $N$ interacting particles on $\bf{Z}$. The stochastic dynamics consists of two components: a free motion of each particle (independent random walks) and a pair-wise interaction between particles. The interaction belongs…

Probability · Mathematics 2011-10-25 A. Manita , V. Shcherbakov

A stochastic reaction-diffusion model is studied on a networked support. In each patch of the network two species are assumed to interact following a non-normal reaction scheme. When the interaction unit is replicated on a directed linear…

We study the asymptotic behavior of a Markov chain on $\mathbb{Z}^2$ that corresponds to the two-dimensional marginals of a reinforcement process on $\mathbb{Z}^{\mathbb{N}}$. Three distinct asymptotic regimes are identified, depending on…

Probability · Mathematics 2007-05-23 Jean Bérard

We introduce a class of stochastic processes with reinforcement consisting of a sequence of random partitions $\{\mathcal{P}_t\}_{t \ge 1}$, where $\mathcal{P}_t$ is a partition of $\{1,2,\dots, Rt\}$. At each time~$t$,~$R$ numbers are…

Probability · Mathematics 2021-03-02 Caio Alves , Rodrigo Ribeiro , Daniel Valesin

A class of dynamic threshold models is proposed, for describing the upset of collective actions in social networks. The agents of the network have to decide whether to undertake a certain action or not. They make their decision by comparing…

Social and Information Networks · Computer Science 2016-05-23 Andrea Garulli , Antonio Giannitrapani

The structure and dynamic of social network are largely determined by the heterogeneous interaction activity and social capital allocation of individuals. These features interplay in a non-trivial way in the formation of network and…

We extend the Markov additive methodology developed in [Ann. Appl. Probab. 9 (1999) 110-145, Ann. Appl. Probab. 11 (2001) 596-607] to obtain the sharp asymptotics of the steady state probability of a queueing network when one of the nodes…

Probability · Mathematics 2007-05-23 Robert D. Foley , David R. McDonald

We study the asymptotic properties of distributed consensus algorithms over switching directed random networks. More specifically, we focus on consensus algorithms over independent and identically distributed, directed random graphs, where…

Multiagent Systems · Computer Science 2010-04-21 Victor M. Preciado , Alireza Tahbaz-Salehi , Ali Jadbabaie

We study the asymptotic behaviour of a properly normalized time changed Wiener processes. The time change reflects the fact that we consider the Laplace operator (which generates a Wiener process) multiplied by a possibly degenerate…

Probability · Mathematics 2020-05-11 Yuri Kondratiev , Yuliya Mishura , René L. Schilling

A reaction network is a chemical system involving multiple reactions and chemical species. Stochastic models of such networks treat the system as a continuous time Markov chain on the number of molecules of each species with reactions as…

Probability · Mathematics 2007-05-23 Karen Ball , Thomas G. Kurtz , Lea Popovic , Greg Rempala
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