Asymptotic Results of a Multiple-entry Reinforcement Process


Abstract in English

We introduce a class of stochastic processes with reinforcement consisting of a sequence of random partitions ${mathcal{P}_t}_{t ge 1}$, where $mathcal{P}_t$ is a partition of ${1,2,dots, Rt}$. At each time~$t$,~$R$ numbers are added to the set being partitioned; of these, a random subset (chosen according to a time-dependent probability distribution) joins existing blocks, and the others each start new blocks on their own. Those joining existing blocks each choose a block with probability proportional to that blocks cardinality, independently. We prove results concerning the asymptotic cardinality of a given block and central limit theorems for associated fluctuations about this asymptotic cardinality: these are proved both for a fixed block and for the maximum among all blocks. We also prove that with probability one, a single block eventually takes and maintains the leadership in cardinality. Depending on the way one sees this partition process, one can translate our results to Balls and Bins processes, Generalized Chinese Restaurant Processes, Generalized Urn models and Preferential attachment random graphs.

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