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A survey of random processes with reinforcement

Robin Pemantle
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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.

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Robin Pemantle. 2007-02-23. A survey of random processes with reinforcement. https://doi.org/10.1214/07-ps094

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