Convergence to equilibrium for strongly reinforced Pólya urns

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Let a WARM with parameter α>1\alpha>1 have empirical proportion vector X⃗t\vec{X}_t. 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 α>1\alpha>1, there exists a random vector X⃗=(X1,…,Xn)\vec{X}=(X_1,\dots,X_n), supported on the set of linearly-stable and critical equilibria, such that

P(X⃗t→X⃗)=1.\mathbb{P}(\vec{X}_t\rightarrow \vec{X})=1.

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 α>1\alpha>1; the general case remains open.

References

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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