Reinforced random processes in continuous time.

DOI10.1016/S0304-4149(02)00234-XzbMath1075.60575MaRDI QIDQ2574551

Piercesare Secchi, Pietro Muliere, Stephen G. Walker

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Bayesian nonparametricsnonhomogeneous Poisson processesreinforced urn processesmixture of semi-Markov processes

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Related Items (9)

Extreme shock models: an alternative perspective ⋮ Reinforced urn processes for credit risk models ⋮ Bayesian nonparametric estimation for reinforced Markov renewal processes ⋮ REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS ⋮ Interacting reinforced-urn systems ⋮ Partially exchangeable processes indexed by the vertices of a \(k\)-tree constructed via reinforce\-ment ⋮ Alarm systems and catastrophes from a diverse point of view ⋮ Joint and survivor annuity valuation with a bivariate reinforced urn process ⋮ The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes.

Cites Work

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• Phase transition in reinforced random walk and RWRE on trees
• Beta-stacy processes and a generalization of the Pólya-Urn scheme
• Ferguson distributions via Polya urn schemes
• A characterization for mixtures of semi-Markov processes.
• Urn schemes and reinforced random walks.
• Invariants Under Mixing Which Generalize de Finetti's Theorem: Continuous Time Parameter

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