Time to absorption in discounted reinforcement models

dc.creatorPemantle, Robin
dc.creatorSkyrms, Brian
dc.date2004-04-05
dc.date.accessioned2026-07-07T05:07:10Z
dc.date.available2026-07-07T05:07:10Z
dc.descriptionReinforcement schemes are a class of non-Markovian stochastic processes. Their non-Markovian nature allows them to model some kind of memory of the past. One subclass of such models are those in which the past is exponentially discounted or forgotten. Often, models in this subclass have the property of becoming trapped with probability~1 in some degenerate state. While previous work has concentrated on such limit results, we concentrate here on a contrary effect, namely that the time to become trapped may increase exponentially in 1/x as the discount rate, 1-x, approaches~1. As a result, the time to become trapped may easily exceed the lifetime of the simulation or of the physical data being modeled. In such a case, the quasi-stationary behavior is more germane. We apply our results to a model of social network formation based on ternary (three-person) interactions with uniform positive reinforcement.
dc.description12 pages
dc.identifierhttps://arxiv.org/abs/math/0404107
dc.identifierhttp://arxiv.org/abs/math/0404107
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/70753
dc.subjectProbability
dc.subject60J20
dc.titleTime to absorption in discounted reinforcement models
dc.typetext

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