Fluctuation theorems for synchronization of interacting Polya's urns

摘要

We consider a system of N two-colors urns in which the reinforcement of each urn depends also on the content of all the other urns. This interaction is of mean-field type and it is tuned by a parameter alpha is an element of [0, 1]; in particular, for alpha = 0 the N urns behave as N independent Polya's urns. For alpha > 0 urns synchronize, in the sense that the fraction of balls of a given color converges a.s. to the same (random) limit in all urns. In this paper we study fluctuations around this synchronized regime. The scaling of these fluctuations depends on the parameter alpha. In particular the standard scaling t(-1/2) appears only for alpha > 1/2. For alpha >= 1/2 we also determine the limit distribution of the rescaled fluctuations. We use the notion of stable convergence, which is stronger than convergence in distribution. (C) 2015 Elsevier B.V. All rights reserved.