Author:
Paganoni Anna Maria,Secchi Piercesare
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 flexible representations for modelling countable collections of dependent and asymptotically exchangeable sequences of random variables.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
18 articles.
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