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Nicholas Georgiou (University of Durham) – Balls-in-bins models with interaction

Category
Probability
Date
@ MALL
Date
@ MALL, 14:00
Location
MALL
Notes
Speaker
Nicholas Georgiou
Affiliation
University of Durham
Slides
Category
We study a family of balls-in-bins models with a power-law feedback and a local
interaction determined by an underlying graph on the bins.  Specifically, for a fixed
graph on $d$ bins, and fixed positive real numbers $\beta_1, \dots, \beta_d$, at each time
step the model allocates a new ball to bin $i$ with probability proportional to
$U_i^{\beta_i}$, where $U_i$ is the total number of balls currently allocated to all bins
in the graph neighbourhood of bin $i$ (including bin $i$ itself).
In this talk, we focus attention on the case of a path graph on 3 bins, studying the
asymptotic behaviour of $X_n$, the vector of the number of balls allocated to each bin
after $n$ steps.  Despite its apparent simplicity, the model exhibits a variety of
behaviours, depending on the parameters $\beta_1, \beta_2, \beta_3$. We analyse both the
symmetric ($\beta_i$ equal) and asymmetric ($\beta_i$ distinct) cases, presenting a
complete classification of the growth rates of the coordinates of $X_n$ when $\beta_i > 1$
for all $i$.  In each case, we identify when the asymptotic behaviour is
deterministic, and when it is random.
Our analysis employs the method of stochastic approximation for the symmetric case,
semimartingale methods for the asymmetric case, and liberal use of L\'evy's extension of
the Borel--Cantelli lemma.  This is joint work with Mikhail Menshikov and Vadim
Shcherbakov.