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Poster De Conférence Année : 2017

Interacting stochastic processes with local/global reinforcement schemes

Résumé

The Polya urn is a well known reinforcement stochastic process leading to a random (beta-distributed) time-asymptotics. The Friedman urn is a modification whose time-limit is not random anymore. We consider a (finite-) system of interacting reinforced stochastic processes mixing these two schemes with different strength. Individual components are updated through a competition between a local reinforcement rule and a global one, defined as transformation of the average state (mean field). We study the time-asymptotics and synchronisation phenomenon according to the different parameter regimes.
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Dates et versions

hal-01499932 , version 1 (01-04-2017)

Identifiants

  • HAL Id : hal-01499932 , version 1

Citer

Pierre-Yves Louis, Meghdad Mirebrahimi. Interacting stochastic processes with local/global reinforcement schemes. Dynamiques stochastiques hors d'équilibre, Apr 2017, Marseille Luminy CIRM, France. , Ecole de recherche "Dynamiques stochastiques hors d'équilibre", trimestre thématique IHP, 2017. ⟨hal-01499932⟩

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