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  • 标题:A generalized Pólya's urn with graph based interactions: convergence at linearity
  • 本地全文:下载
  • 作者:Chen, Jun ; Lucas, Cyrille
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2014
  • 卷号:19
  • 页码:1-13
  • DOI:10.1214/ECP.v19-3094
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:We consider a special case of the generalized Pólya's urn model. Given a finite connected graph $G$, place a bin at each vertex. Two bins are called a pair if they share an edge of $G$. At discrete times, a ball is added to each pair of bins. In a pair of bins, one of the bins gets the ball with probability proportional to its current number of balls. A question of essential interest for the model is to understand the limiting behavior of the proportion of balls in the bins for different graphs $G$. In this paper, we present two results regarding this question. If $G$ is not balanced-bipartite, we prove that the proportion of balls converges to some deterministic point $v=v(G)$ almost surely. If $G$ is regular bipartite, we prove that the proportion of balls converges to a point in some explicit interval almost surely. The question of convergence remains open in the case when $G$ is non-regular balanced-bipartite.
  • 关键词:Dynamical system approach, graph based interactions, ordinary differential equations, Polya's urn, stochastic approximations;60K35
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