Networks of reinforced stochastic processes: a complete description of the first-order asymptotics

Fuente: arXiv
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Main Authors: Aletti, Giacomo, Crimaldi, Irene, Ghiglietti, Andrea
Format: Preprint
Published: 2022
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_version_ 1866915333976096768
author Aletti, Giacomo
Crimaldi, Irene
Ghiglietti, Andrea
author_facet Aletti, Giacomo
Crimaldi, Irene
Ghiglietti, Andrea
contents We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization, which could be roughly defined as the almost sure long-run uniformization of the behavior of interacting processes. Specifically, we detect a regime of complete synchronization, where all the processes converge toward the same random variable, a second regime where the system almost surely converges, but there exists no form of almost sure asymptotic synchronization, and another regime where the system does not converge with a strictly positive probability. In this latter case, partitioning the system in cyclic classes according to the period of the interaction matrix, we have an almost sure asymptotic synchronization within the cyclic classes, and, with a strictly positive probability, an asymptotic periodic behavior of these classes.
format Preprint
id arxiv_https___arxiv_org_abs_2206_07514
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle Networks of reinforced stochastic processes: a complete description of the first-order asymptotics
Aletti, Giacomo
Crimaldi, Irene
Ghiglietti, Andrea
Probability
60F15, 60K35, 91D30
We consider a finite collection of reinforced stochastic processes with a general network-based interaction among them. We provide sufficient and necessary conditions in order to have some form of almost sure asymptotic synchronization, which could be roughly defined as the almost sure long-run uniformization of the behavior of interacting processes. Specifically, we detect a regime of complete synchronization, where all the processes converge toward the same random variable, a second regime where the system almost surely converges, but there exists no form of almost sure asymptotic synchronization, and another regime where the system does not converge with a strictly positive probability. In this latter case, partitioning the system in cyclic classes according to the period of the interaction matrix, we have an almost sure asymptotic synchronization within the cyclic classes, and, with a strictly positive probability, an asymptotic periodic behavior of these classes.
title Networks of reinforced stochastic processes: a complete description of the first-order asymptotics
topic Probability
60F15, 60K35, 91D30
url https://arxiv.org/abs/2206.07514