Interacting reinforced-urn systems

Anna Maria Paganoni, Piercesare Secchi · Advances in Applied Probability · 2004

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.

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