Conserved charges in linearly reinforced graph urns

In the graph-based Pólya urn with linear reinforcement (WARM with $\alpha=1$), every vector $\sigma$ in the kernel of the unsigned vertex–edge incidence matrix yields an exact martingale $\sum_e\sigma_e H(N_e-1)$, where $H$ is the harmonic number. These charges are the flat directions of the Lyapunov function, and they determine which equilibrium the process selects. On the even cycle $C_{L}$ the limit is $(1+u,1-u,\dots)$ with $L\,\mathrm{artanh}(u)$ equal to the terminal value of the charge, and $\sqrt{L}\,\mathrm{artanh}(u)$ converges in law to a centred Gaussian as $L\to\infty$. For large even cycles this describes the law of the random limit, in the continuous-time form of the question raised by Chen and Lucas and by Lima for the discrete-time urn.

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-11-11
DOI
https://doi.org/10.5281/zenodo.24125402
Primary Topic
Stochastic processes and statistical mechanics
Type
preprint
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preprint

Conserved charges in linearly reinforced graph urns

Yitzchak Shmalo
Zenodo (CERN European Organization for Nuclear Research)
Stochastic processes and statistical mechanics
preprint

Conserved charges in linearly reinforced graph urns

Yitzchak Shmalo
preprint en

Abstract

In the graph-based Pólya urn with linear reinforcement (WARM with $\alpha=1$), every vector $\sigma$ in the kernel of the unsigned vertex–edge incidence matrix yields an exact martingale $\sum_e\sigma_e H(N_e-1)$, where $H$ is the harmonic number. These charges are the flat directions of the Lyapunov function, and they determine which equilibrium the process selects. On the even cycle $C_{L}$ the limit is $(1+u,1-u,\dots)$ with $L\,\mathrm{artanh}(u)$ equal to the terminal value of the charge, and $\sqrt{L}\,\mathrm{artanh}(u)$ converges in law to a centred Gaussian as $L\to\infty$. For large even cycles this describes the law of the random limit, in the continuous-time form of the question raised by Chen and Lucas and by Lima for the discrete-time urn.

Zenodo (CERN European Organization for Nuclear Research)
Hebrew University of Jerusalem (IL)
Stochastic processes and statistical mechanics
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