A survey of random processes with reinforcement

Robin Pemantle

doi:10.1214/07-PS094

A survey of random processes with reinforcement

概率论 2007-05-23 v2

作者: Robin Pemantle

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摘要

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.

关键词

urn models ruin theory point processes

引用

@article{arxiv.math/0610076,
  title  = {A survey of random processes with reinforcement},
  author = {Robin Pemantle},
  journal= {arXiv preprint arXiv:math/0610076},
  year   = {2007}
}

备注

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)

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