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A survey of random processes with reinforcement

Robin Pemantle

2006.10.2Probability Surveys

DOI: 10.1214/07-ps094

tlooto Summary

The models surveyed include generalized Polya urns, reinforced random walks, interacting urn models, and continuous reinforced processes, which are discussed in statistics, biology, economics and a number of other areas.

Abstract

The models surveyed include generalized Polya 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.

Citation format

PEMANTLE, Robin. A survey of random processes with reinforcement [preprint]. arXiv, 2006. arXiv:math/0610076.