Time-dependent balls and bins model with positive feedback

Fuente: arXiv
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Autor principal: Sidorova, Nadia
Formato: Preprint
Publicado: 2018
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author Sidorova, Nadia
author_facet Sidorova, Nadia
contents Balls and bins models are classical probabilistic models where balls are added to bins at random according to a certain rule. The balls and bins model with feedback is a non-linear generalisation of the Pólya urn, where the probability of a new ball choosing a bin with $m$ balls is proportional to $m^α$, with $α$ being the feedback parameter. It is known that if the feedback is positive (i.e. $α>1$) then the model is monopolistic: there is a finite time after which one of the bins will receive all incoming balls. We consider a time-dependent version of this model, where $σ_n$ independent balls are added at time $n$ instead of just one. We show that if $α>1$ then one of the bins gets all but a negligible number of balls, and identify a phase transition in the growth of $(σ_n)$ between the monopolistic and non-monopolistic behaviour. We also describe the critical regime, where the probability of monopoly is strictly between zero and one. Finally, we show that in the feedback-less case $α=1$ no dominance occurs, that is, each bin gets a non-negligible proportion of balls eventually. This is in sharp contrast with a similar model where new balls added at time $n$ are all placed in the same bin rather than independently.
format Preprint
id arxiv_https___arxiv_org_abs_1809_02221
institution arXiv
publishDate 2018
record_format arxiv
spellingShingle Time-dependent balls and bins model with positive feedback
Sidorova, Nadia
Probability
Balls and bins models are classical probabilistic models where balls are added to bins at random according to a certain rule. The balls and bins model with feedback is a non-linear generalisation of the Pólya urn, where the probability of a new ball choosing a bin with $m$ balls is proportional to $m^α$, with $α$ being the feedback parameter. It is known that if the feedback is positive (i.e. $α>1$) then the model is monopolistic: there is a finite time after which one of the bins will receive all incoming balls. We consider a time-dependent version of this model, where $σ_n$ independent balls are added at time $n$ instead of just one. We show that if $α>1$ then one of the bins gets all but a negligible number of balls, and identify a phase transition in the growth of $(σ_n)$ between the monopolistic and non-monopolistic behaviour. We also describe the critical regime, where the probability of monopoly is strictly between zero and one. Finally, we show that in the feedback-less case $α=1$ no dominance occurs, that is, each bin gets a non-negligible proportion of balls eventually. This is in sharp contrast with a similar model where new balls added at time $n$ are all placed in the same bin rather than independently.
title Time-dependent balls and bins model with positive feedback
topic Probability
url https://arxiv.org/abs/1809.02221