Crimaldi, Irene and Dai Pra, Paolo and Louis, Pierre-Yves and Minelli, Ida G. Synchronization and functional central limit theorems for interacting reinforced random walks. Stochastic processes and their applications. ISSN 0304-4149 (In Press)
This is the latest version of this item.
Abstract
We obtain Central Limit Theorems in Functional form for a class of time-inhomogeneous interacting random walks. Due to a reinforcement mechanism and interaction, the walks are strongly correlated and converge almost surely to the same, possibly random, limit. We study 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. We show that, under certain conditions, synchronization is faster than convergence. Even if our focus is on theoretical results, we propose as main motivations two contexts in which such results could directly apply: urn models and opinion dynamics in a random network evolving via preferential attachment.
| Item Type: | Article |
|---|---|
| Projects: | crisis lab |
| Uncontrolled Keywords: | interacting random systems; synchronization; functional central limit theorems; urn models; reinforced processes; dynamics on random graphs |
| Subjects: | H Social Sciences > HA Statistics Q Science > QA Mathematics |
| Research Area: | Economics and Institutional Change |
| Depositing User: | Irene Crimaldi |
| Date Deposited: | 05 Mar 2018 09:56 |
| Last Modified: | 05 Mar 2018 09:56 |
| URI: | http://eprints.imtlucca.it/id/eprint/3942 |
Available Versions of this Item
-
Syncronization and functional central limit theorems for interacting reinforced random walks. (deposited 24 Feb 2016 12:04)
- Synchronization and functional central limit theorems for interacting reinforced random walks. (deposited 05 Mar 2018 09:56) [Currently Displayed]
Actions (login required)
 |
Edit Item |
