A survey of random processes with reinforcement

Details A survey of random processes with reinforcement A survey of random processes with reinforcement

2006-10-02

arxiv.org/abs/math/0610076v2

Probability Surveys 2007, Vol. 4, 1-79

Mathematics

Probability

Published at http://dx.doi.org/10.1214/07-PS094 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of

Scientific paper

10.1214/07-PS094

The models surveyed include generalized P\'{o}lya 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.

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