[math/0610076] A survey of random processes with reinforcement
The models surveyed include generalized Pólya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of some proofs. Applications are discussed in statistics, biology, economics and a number of other areas.
View PDF Abstract: The models surveyed include generalized Pólya urns, reinforced random walks, interacting urn models, and continuous reinforced processes. Emphasis is on methods and results, with sketches provided of some proofs. Applications are discussed in statistics, biology, economics and a number of other areas. Comments: Published at this http URL in the Probability Surveys (this http URL) by the Institute of Mathematical Statistics (this http URL) Subjects: Probability (math.PR) MSC classes: 60J20, 60G50 (Primary) 37A50 (Secondary) Report number: IMS-PS-PS_2007_94 Cite as:…
saved by
related reading
- 275A, Notes 0: Foundations of probability theory | What's newterrytao.wordpress.com
- survey.dvimath.uchicago.edu
- 254A, Notes 0: A review of probability theory | What's newterrytao.wordpress.com
- Dynamical Approach to RMT.pdfpeople.math.harvard.edu
- 0907.4178arxiv.org
- [2011.01859] A Study of Policy Gradient on a Class of Exactly Solvable Modelsarxiv.org
- refining bounds - cover timesarxiv.org
- Introduction to Probability by Joseph K. Blitzstein, Jessica Hwang (z-lib.org).pdfuni.dcdev.ro
- [1707.06347] Proximal Policy Optimization Algorithmsarxiv.org
- matrix-book.pdfterrytao.wordpress.com
- A Primer on Stochastic Partial Differential Equationsmath.utah.edu
- Gärtner-Ellis Theorem and applications.sites.math.northwestern.edu