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2007 A survey of random processes with reinforcement
Robin Pemantle
Probab. Surveys 4: 1-79 (2007). DOI: 10.1214/07-PS094

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

Rights: Copyright © 2007 The Institute of Mathematical Statistics and the Bernoulli Society

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Vol.4 • 2007
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