Date & Time: Thursday, August 07, 2014, 16:00-17:00.
Venue: Ramanujan Hall

Title: Synchronization Via Interacting Reinforcement

Speaker: Neeraja Sahasrabudhe, IIT Bombay

Abstract: We consider a system of urns of Friedman­type, with balls of two colours, such that the reinforcement of each urn depends on both the content of that urn and the average content of all the urns. We study the fraction of balls of each colour in each urn Z_t(i) and the average fraction Z_t and obtain the rates of convergence of Var(Z_t(i)) and Var(Z_t). We will also discuss the work of Dai Pra, Minelli and Pierre­Yves Louis on interacting Polya urns.

In this case, it is shown that the urns synchronize almost surely and a normal approximation for a large number of urns is obtained. By synchronization we mean that the fraction of balls of a given colour converges almost surely to the same limit for all urns.