relation: http://eprints.imtlucca.it/3942/
title: Synchronization and functional central limit theorems for interacting reinforced random walks
creator: Crimaldi, Irene
creator: Dai Pra, Paolo
creator: Louis, Pierre-Yves
creator: Minelli, Ida G.
subject: HA Statistics
subject: QA Mathematics
description: 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.
publisher: Elsevier
type: Article
type: PeerReviewed
identifier:   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)