• Title of article

    Time to absorption in discounted reinforcement models

  • Author/Authors

    Pemantle، نويسنده , , Robin and Skyrms، نويسنده , , Brian، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    12
  • From page
    1
  • To page
    12
  • Abstract
    Reinforcement schemes are a class of non-Markovian stochastic processes. Their non-Markovian nature allows them to model some kind of memory of the past. One subclass of such models are those in which the past is exponentially discounted or forgotten. Often, models in this subclass have the property of becoming trapped with probability 1 in some degenerate state. While previous work has concentrated on such limit results, we concentrate here on a contrary effect, namely that the time to become trapped may increase exponentially in 1/x as the discount rate, 1−x, approaches 1. As a result, the time to become trapped may easily exceed the lifetime of the simulation or of the physical data being modeled. In such a case, the quasi-stationary behavior is more germane. We apply our results to a model of social network formation based on ternary (three-person) interactions with uniform positive reinforcement.
  • Keywords
    NETWORK , Social Network , Friedman urn , Urn model , Stochastic approximation , TRAP , Three-player game , Exponential time , Potential well , Meta-stable , Quasi-stationary
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2004
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577319