Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement

2020

The Pólya urn is the paradigmatic example of a reinforced stochastic process. It leads to a random (non degenerated) time-limit. The Friedman urn is a natural generalization whose a.s. time-limit is not random anymore. In this work, in the stream of previous recent works, we introduce a new family of (finite) systems of reinforced stochastic processes, interacting through an additional collective reinforcement of mean field type. The two reinforcement rules strengths (one componentwise, one collective) are tuned through (possibly) different rates n −γ. In the case the reinforcement rates are like n −1 , these reinforcements are of Pólya or Friedman type as in urn contexts and may thus lead …