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We define a reinforced urn process (RUP) to be a reinforced random walk on a state space of urns and we show its partial exchangeability. When it is recurrent, a RUP is a mixture of Markov chains and we characterize its mixing distribution on the space of stochastic matrices. Many Bayesian...
Persistent link: https://www.econbiz.de/10008873800
We define a reinforced stochastic process of random variables indexed by the vertices of a k-tree and with values in a Polish space. The work presents a natural extension from an exchangeable to a partially exchangeable setting of previous work done by the authors.
Persistent link: https://www.econbiz.de/10008874167