A survey of random processes with reinforcement

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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.
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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Probability, 60J20, 60G50 (Primary) 37A50 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/124410

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0610076
 http://arxiv.org/abs/math/0610076
 Probability Surveys 2007, Vol. 4, 1-79
 doi:10.1214/07-PS094

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arXiv