کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155446 | 958727 | 2016 | 18 صفحه PDF | دانلود رایگان |
We consider a system of NN two-colors urns in which the reinforcement of each urn depends also on the content of all the other urns. This interaction is of mean-field type and it is tuned by a parameter α∈[0,1]α∈[0,1]; in particular, for α=0α=0 the NN urns behave as NN independent Pólya’s urns. For α>0α>0 urns synchronize, in the sense that the fraction of balls of a given color converges a.s. to the same (random) limit in all urns. In this paper we study fluctuations around this synchronized regime. The scaling of these fluctuations depends on the parameter αα. In particular the standard scaling t−1/2t−1/2 appears only for α>1/2α>1/2. For α≥1/2α≥1/2 we also determine the limit distribution of the rescaled fluctuations. We use the notion of stable convergence, which is stronger than convergence in distribution.
Journal: Stochastic Processes and their Applications - Volume 126, Issue 3, March 2016, Pages 930–947