Interacting Urns on a Finite Directed Graph

Central limit and other weak theorems (60F05) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic network models in operations research (90B15)

arXiv classification

math.PR

Abstract: We introduce a general two colour interacting urn model on a finite directed graph, where each urn at a node, reinforces all the urns in its out-neighbours according to a fixed, non-negative and balanced reinforcement matrix. We show that the fraction of balls of either colour converges almost surely to a deterministic limit if either the reinforcement is not of P'olya type or if the graph is such that every vertex with non-zero in-degree can be reached from some vertex with zero in-degree. We also obtain joint central limit theorems, with appropriate scaling, around the vector of limiting proportion. Further, in the remaining case when there are no vertices with zero in-degree and the reinforcement is of P'olya type, we restrict our analysis to a regular graph and show that the fraction of balls of either colour converges almost surely to a finite random limit, which is the same across all the urns.

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