Stochastic processes with competing reinforcements
We introduce a simple but powerful strategy to study processes driven by two or more reinforcement mechanisms in competition. We apply our method to two types of models: to nonconservative zero range processes on finite graphs, and to multi-particle random walks with positive and negative reinforcement on the edges. The results hold for a broad class of reinforcement functions, including those with superlinear growth. Our strategy consists in a comparison of the original processes with suitable reference models. To implement the comparison we estimate an object reminiscent to the Radon–Nikodym derivative on a carefully chosen set of trajectories. Our results describe the almost sure long time behaviour of the processes. We also prove a phase transition depending on the strength of the reinforcement functions.
Authors
- Dirk Erhard (ORCID: https://orcid.org/0000-0001-6002-8839)
- Guilherme Reis (ORCID: https://orcid.org/0000-0003-4129-6170)
Institutions
- Institute of Applied Mathematics (RU)
- Institute of Mathematical Sciences (ES)
Publication Details
- Journal
- The Annals of Applied Probability
- Published
- 2024-09-27
- DOI
- https://doi.org/10.1214/24-aap2073
- Primary Topic
- Stochastic processes and statistical mechanics
- Type
- article
- Field-Weighted Citation Impact
- 0.00