Abstract
We consider stochastic chains on abstract measurable spaces whose evolution at any given time depends on the present position and on the occupation measure created by the path up to this instant. This generalization of reinforced random walks enables us to impose conditions ensuring L p , p⩾1, or a.s. convergence of the empirical measures towards some fixed point of a probability–valued dynamical system. We present two sets of hypotheses based on weak contraction properties, leading to two different proofs, but in both situations the rates of convergence are optimal in the examined level of generality.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.