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Partially exchangeable processes indexed by the vertices of a k-tree constructed via reinforcement

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  • Muliere, Pietro
  • Secchi, Piercesare
  • Walker, Stephen

Abstract

We define a reinforced stochastic process of random variables indexed by the vertices of a k-tree and with values in a Polish space. The work presents a natural extension from an exchangeable to a partially exchangeable setting of previous work done by the authors.

Suggested Citation

  • Muliere, Pietro & Secchi, Piercesare & Walker, Stephen, 2005. "Partially exchangeable processes indexed by the vertices of a k-tree constructed via reinforcement," Stochastic Processes and their Applications, Elsevier, vol. 115(4), pages 661-677, April.
    • Handle: RePEc:eee:spapps:v:115:y:2005:i:4:p:661-677
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    References listed on IDEAS

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    1. Muliere, Pietro & Secchi, Piercesare & G. Walker, Stephen, 2003. "Reinforced random processes in continuous time," Stochastic Processes and their Applications, Elsevier, vol. 104(1), pages 117-130, March.
    2. Muliere, P. & Secchi, P. & Walker, S. G., 2000. "Urn schemes and reinforced random walks," Stochastic Processes and their Applications, Elsevier, vol. 88(1), pages 59-78, July.
    3. Walker, Stephen & Muliere, Pietro, 2003. "A bivariate Dirichlet process," Statistics & Probability Letters, Elsevier, vol. 64(1), pages 1-7, August.
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    Cited by:

    1. Trippa, Lorenzo & Muliere, Pietro, 2009. "Bayesian nonparametric binary regression via random tessellations," Statistics & Probability Letters, Elsevier, vol. 79(21), pages 2273-2280, November.
    2. Fortini, S. & Petrone, S., 2012. "Hierarchical reinforced urn processes," Statistics & Probability Letters, Elsevier, vol. 82(8), pages 1521-1529.
    3. Muliere, Pietro & Suverato, Davide, 2014. "Income and Wealth Distributions in a Population of Heterogeneous Agents," Discussion Papers in Economics 20928, University of Munich, Department of Economics.
    4. Andrea Arfè & Stefano Peluso & Pietro Muliere, 2021. "The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes," Statistical Inference for Stochastic Processes, Springer, vol. 24(1), pages 1-15, April.

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