Interacting reinforced-urn systems

Citation
Paganoni, Anna Maria et Secchi, Piercesare, Interacting reinforced-urn systems, Advances in applied probability , 36(2), 2004, pp. 791-804
ISSN journal
00018678
Volume
36
Issue
2
Year of publication
2004
Pages
791 - 804
Database
ACNP
SICI code
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.