Urn schemes and reinforced random walks

We define a reinforced urn process (RUP) to be a reinforced random walk on a state space of urns and we show its partial exchangeability. When it is recurrent, a RUP is a mixture of Markov chains and we characterize its mixing distribution on the space of stochastic matrices. Many Bayesian nonparametric priors, like Pólya trees, the beta-Stacy process and, in general, neutral to the right processes can be derived from RUPs. Applications to survival data are examined.Urn schemes Reinforced random walks Partial exchangeability Mixture of Markov chains Bayesian nonparametrics