Ranking-based rich-get-richer processes

DOI10.1214/22-AAP1921MaRDI QIDQ6138904zbMATH OpenOpenAlexFDO

Authors Pantelis P. Analytis, Alexandros Gelastopoulos, Hrvoje Stojić

Publication date 16 January 2024

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.01066

zbMATH Keywords

Markov processPólya urnrankingrich-get-richer

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Abstract: We study a discrete-time Markov process $X_{n}inmathbb{R}^d$, for which the distribution of the future increments depends only on the relative ranking of its components (descending order by value). We endow the process with a rich-get-richer assumption and show that, together with a finite second moments assumption, it is enough to guarantee almost sure convergence of $X_n$ / $n$. We characterize the possible limits if one is free to choose the initial state, and give a condition under which the initial state is irrelevant. Finally, we show how our framework can account for ranking-based P'olya urns and can be used to study ranking-algorithms for web interfaces.

Review text

In this work, the authors treated the problem in the context of (discrete-time) Markov processes, with the dynamics depending explicitly on the ranking. Specifically, they considered a nonhomogeneous random walk in \(R^d\), for which the distribution of the steps depends only on the ranking of its components (descending order of their values). Their results seems to strengthen one of the few known results for random walks in cones with possibly infinite exit time given by \textit{R. Garbit} and \textit{K. Raschel} [Rev. Mat. Iberoam. 32, No. 2, 511--532 (2016; Zbl 1346.60060)].

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