Multiple drawing multi-colour urns by stochastic approximation

Random walk with multiple memory channels

A class of one-dimensional, discrete-time random walk models with memory, termed "random walk with n memory channels" (RWnMC), is proposed. In these models the information of n (n∈Z) previous steps from the walker's entire history is needed to decide a future step. Exact calculation of the mean and variance of position of the RW2MC (n=2) has been done, which shows that it can lead to asymptotic diffusive and superdiffusive behavior in different parameter regimes. A connection between RWnMC and a Pólya-type urn model evolving by drawing n balls at a time has also been reported. This connection for the RW2MC is discussed in detail and suggests the applicability of RW2MC in many population dynamics models with multiple competing species.

Interacting nonlinear reinforced stochastic processes: Synchronization or non-synchronization

The rich-get-richer rule reinforces actions that have been frequently chosen in the past. What happens to the evolution of individuals’ inclinations to choose an action when agents interact? Interaction tends to homogenize, while each individual dynamics tends to reinforce its own position. Interacting stochastic systems of reinforced processes have recently been considered in many papers, in which the asymptotic behavior is proven to exhibit almost sure synchronization. In this paper we consider models where, even if interaction among agents is present, absence of synchronization may happen because of the choice of an individual nonlinear reinforcement. We show how these systems can naturally be considered as models for coordination games or technological or opinion dynamics.

Random additions in urns of integers

Consider an urn containing balls labeled with integer values. Define a discrete-time random process by drawing two balls, one at a time and with replacement, and noting the labels. Add a new ball labeled with the sum of the two drawn labels. This model was introduced by Siegmund and Yakir (2005) Ann. Prob.33, 2036 for labels taking values in a finite group, in which case the distribution defined by the urn converges to the uniform distribution on the group. For the urn of integers, the main result of this paper is an exponential limit law. The mean of the exponential is a random variable with distribution depending on the starting configuration. This is a novel urn model which combines multi-drawing and an infinite type of balls. The proof of convergence uses the contraction method for recursive distributional equations.

A model for the Twitter sentiment curve

Twitter is among the most used online platforms for the political communications, due to the concision of its messages (which is particularly suitable for political slogans) and the quick diffusion of messages. Especially when the argument stimulate the emotionality of users, the content on Twitter is shared with extreme speed and thus studying the tweet sentiment if of utmost importance to predict the evolution of the discussions and the register of the relative narratives. In this article, we present a model able to reproduce the dynamics of the sentiments of tweets related to specific topics and periods and to provide a prediction of the sentiment of the future posts based on the observed past. The model is a recent variant of the Pólya urn, introduced and studied in Aletti and Crimaldi (2019, 2020), which is characterized by a "local" reinforcement, i.e. a reinforcement mechanism mainly based on the most recent observations, and by a random persistent fluctuation of the predictive mean. In particular, this latter feature is capable of capturing the trend fluctuations in the sentiment curve. While the proposed model is extremely general and may be also employed in other contexts, it has been tested on several Twitter data sets and demonstrated greater performances compared to the standard Pólya urn model. Moreover, the different performances on different data sets highlight different emotional sensitivities respect to a public event.

Preferential attachment graphs with co-existing types of different fitnesses

We extend the work of Antunović et al. (2016) on competing types in preferential attachment models to include cases where the types have different fitnesses, which may be either multiplicative or additive. We show that, depending on the values of the parameters of the models, there are different possible limiting behaviours depending on the zeros of a certain function. In particular, we show the existence of choices of the parameters where one type is favoured both by having higher fitness and by the type of attachment mechanism, but the other type has a positive probability of dominating the network in the limit.