Convergence to equilibrium for strongly reinforced Pólya urns
Convergence to equilibrium for strongly reinforced Pólya urns
Let a WARM with parameter have empirical proportion vector . An equilibrium is a fixed point of the associated mean-field dynamical system; it is linearly-stable if all eigenvalues of its Jacobian have negative real parts, and critical otherwise.
Convergence to equilibrium. For any WARM with , there exists a random vector , supported on the set of linearly-stable and critical equilibria, such that
The preceding theorem establishes structural information about accumulation points and positive-probability convergence to each linearly-stable equilibrium under additional hypotheses, while this conjecture predicts almost-sure convergence for every WARM with ; the general case remains open.
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Sources & referencesView supporting material
Primary source
Remco van der Hofstad, Mark Holmes, Alexey Kuznetsov and Wioletta Ruszel, “Strongly reinforced Pólya urns with graph-based competition”, arXiv:1406.0449 (2014).
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