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arXiv 1602.06217math.PRmath.STstat.TH
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相互作用强化随机游动的同步与泛函中心极限定理

Synchronization and functional central limit theorems for interacting reinforced random walks

Irene Crimaldi, Paolo Dai Pra, Pierre-Yves Louis, Ida Germana Minelli

摘要:

本文得到了有限集上概率测度单形上一类非时齐相互作用随机游动的泛函形式的中心极限定理。由于强化机制,行走的增量是相关的,迫使它们收敛到相同的,可能是随机的极限。这种形式的随机游动已经在瓮模型和随机逼近中引入。我们还提出了一个应用程序的意见动态随机网络通过优先附件。我们研究,特别是,随机游动相互作用,通过平均场规则和比较的速度,他们收敛到他们的极限与同步率,即在他们的相互距离收敛到零的速度。在一定条件下,同步比收敛快。

英文摘要:

We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks on the simplex of probability measures over a finite set. Due to a reinforcement mechanism, the increments of the walks are correlated, forcing their convergence to the same, possibly random, limit. Random walks of this form have been introduced in the context of urn models and in stochastic approximation. We also propose an application to opinion dynamics in a random network evolving via preferential attachment. We study, in particular, random walks interacting through a mean-field rule and compare the rate they converge to their limit with the rate of synchronization, i.e. the rate at which their mutual distances converge to zero. Under certain conditions, synchronization is faster than convergence.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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