Synchronization and functional central limit theorems for interacting reinforced random walks

被引:13
|
作者
Crimaldi, Irene [1 ]
Pra, Paolo Dai [2 ]
Louis, Pierre-Yves [3 ,4 ]
Minelli, Ida G. [5 ]
机构
[1] IMT Sch Adv Studies Lucca, Piazza San Ponziano 6, I-55100 Lucca, Italy
[2] Univ Padua, Dipartimento Matemat, Via Trieste 63, I-35121 Padua, Italy
[3] Univ Poitiers, Lab Math & Applicat UMR 7348, Teleport 2,BP 30179 Bvd Marie & Pierre Curie, F-86962 Futuroscope, France
[4] CNRS, Teleport 2,BP 30179 Bvd Marie & Pierre Curie, F-86962 Futuroscope, France
[5] Univ Aquila, Dipartimento Ingn & Sci Informaz & Matemat, Via Vetoio Coppito 1, I-67100 Laquila, Italy
关键词
Interacting random systems; Synchronization; Functional central limit theorems; Urn models; Reinforced processes; Dynamics on random graphs; FLUCTUATION THEOREMS; DYNAMICS; MODELS;
D O I
10.1016/j.spa.2018.02.012
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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. (C) 2018 Elsevier B.V. All rights reserved.
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页码:70 / 101
页数:32
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