Weighted networks as randomly reinforced urn processes
نویسندگان
چکیده
منابع مشابه
Weighted networks as randomly reinforced urn processes.
We analyze weighted networks as randomly reinforced urn processes, in which the edge-total weights are determined by a reinforcement mechanism. We develop a statistical test and a procedure based on it to study the evolution of networks over time, detecting the "dominance" of some edges with respect to the others and then assessing if a given instance of the network is taken at its steady state...
متن کاملDynamics of an adaptive randomly reinforced urn
Adaptive randomly reinforced urn (ARRU) is a two-color urn model where the updating process is defined by a sequence of non-negative random vectors {(D1,n, D2,n);n ≥ 1} and randomly evolving thresholds which utilize accruing statistical information for the updates. Let m1 = E[D1,n] and m2 = E[D2,n]. In this paper we undertake a detailed study of the dynamics of the ARRU model. First, for the ca...
متن کاملCentral limit theorems for a hypergeometric randomly reinforced urn
We consider a variant of the randomly reinforced urn where more balls can be simultaneously drawn out and balls of different colors can be simultaneously added. More precisely, at each time-step, the conditional distribution of the number of extracted balls of a certain color given the past is assumed to be hypergeometric. We prove some central limit theorems in the sense of stable convergence ...
متن کاملReinforced urn processes for credit risk models
We propose a Bayesian nonparametric model to estimate rating migration matrices and default probabilities using the reinforced urn processes (RUP) introduced in Muliere et al. (2000). The estimated default probability becomes our prior information in a parametric model for the prediction of the number of bankruptcies, with the only assumption of exchangeability within rating classes. The Polya ...
متن کاملAsymptotics in response-adaptive designs generated by a two-color, randomly reinforced urn
This paper illustrates asymptotic properties for a response-adaptive design generated by a two-color, randomly reinforced urn model. The design considered is optimal in the sense that it assigns patients to the best treatment, with probability converging to one. An approach to show the joint asymptotic normality of the estimators of the mean responses to the treatments is provided in spite of t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physical Review E
سال: 2013
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.87.020106