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 processrankingPólya urnrich-get-richer

Mathematics Subject Classification ID

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

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.

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