A survey of random processes with reinforcement
@article{Pemantle2007ASO, title={A survey of random processes with reinforcement}, author={Robin Pemantle}, journal={Probability Surveys}, year={2007}, volume={4}, pages={1-79} }
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.
460 Citations
PR ] 2 O ct 2 00 6 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…
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