A survey of random processes with reinforcement

Robin Pemantle

doi:10.1214/07-PS094

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Home > Journals > Probab. Surveys > Volume 4 > Article

2007 A survey of random processes with reinforcement

Robin Pemantle

Probab. Surveys 4: 1-79 (2007). DOI: 10.1214/07-PS094

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Abstract

The models surveyed include generalized Pólya 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.

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Robin Pemantle. "A survey of random processes with reinforcement." Probab. Surveys 4 1 - 79, 2007. https://doi.org/10.1214/07-PS094

Information

Published: 2007

First available in Project Euclid: 23 February 2007

zbMATH: 1189.60138

MathSciNet: MR2282181

Digital Object Identifier: 10.1214/07-PS094

Subjects:

Primary: 60G50 , 60J20

Secondary: 37A50

Keywords: agent-based model , dynamical system , ERRW , Evolutionary game theory , exchangeability , learning , Lyapunov function , Pólya’s urn , Reinforced random walk , Self-avoiding walk , stochastic approximation , urn model , urn scheme , VRRW