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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


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.


Published: 2007
First available in Project Euclid: 23 February 2007

zbMATH: 1189.60138
MathSciNet: MR2282181
Digital Object Identifier: 10.1214/07-PS094

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

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

Vol.4 • 2007
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