We introduce a class of discrete time stochastic processes generated by interacting systems of reinforced urns. We show that such processes are asymptotically partially exchangeable and we prove a strong law of large numbers. Examples and the analysis of particular cases show that interacting reinforced urn systems are very °exible representations for modelling countable collections of dependent and asymptotically exchangeable sequences of random variables.
Interacting Reinforced Urn Systems
PAGANONI, ANNA MARIA;SECCHI, PIERCESARE
2004-01-01
Abstract
We introduce a class of discrete time stochastic processes generated by interacting systems of reinforced urns. We show that such processes are asymptotically partially exchangeable and we prove a strong law of large numbers. Examples and the analysis of particular cases show that interacting reinforced urn systems are very °exible representations for modelling countable collections of dependent and asymptotically exchangeable sequences of random variables.File in questo prodotto:
| File | Dimensione | Formato | |
|---|---|---|---|
|
urne_jap.pdf
Accesso riservato
:
Post-Print (DRAFT o Author’s Accepted Manuscript-AAM)
Dimensione
193.62 kB
Formato
Adobe PDF
|
193.62 kB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
