Asymptotics for Reinforced Stochastic Processes on Hierarchical Networks

In this paper, we analyze the asymptotic behavior of a system of interacting reinforced stochastic processes $({\bf Z}_n, {\bf N}_n)_n$ on a directed network of $N$ agents. The system is defined by the coupled dynamics ${\bf Z}_{n+1}=(1-r_{n}){\bf Z}_{n}+r_{n}{\bf X}_{n+1}$ and ${\bf N}_{n+1}=(1-\frac{1}{n+1}){\bf N}_n+\frac{1}{n+1}{\bf X}_{n+1}$, where agent actions $\mathbb{P}(X_{n+1,j}=1\mid{\cal F}_n)=\sum_{h} w_{hj}Z_{nh}$ are governed by a column-normalized adjacency matrix ${\bf W}$, and $r_n \sim cn^{-γ}$ with $γ\in (1/2, 1]$. Existing asymptotic theory has largely been restricted to irreducible and diagonalizable ${\bf W}$. We extend this analysis to the broader and more practical class of reducible and non-diagonalizable matrices ${\bf W}$ possessing a block upper-triangular form, which models hierarchical influence. We first establish synchronization, proving $({\bf Z}^\top_n, {\bf N}^\top_n)^\top \to Z_\infty {\bf 1}$ almost surely, where the distribution of the limit $Z_\infty$ is shown to be determined solely by the internal dynamics of the leading subgroup. Furthermore, we establish a joint central limit theorem for $({\bf Z}_n,{\bf N}_n)_n$, revealing how the spectral properties and Jordan block structure of ${\bf W}$ govern second-order fluctuations. We demonstrate that the convergence rates and the limiting covariance structure exhibit a phase transition dependent on $γ$ and the spectral properties of ${\bf W}$. Crucially, we explicitly characterize how the non-diagonalizability of ${\bf W}$ fundamentally alters the asymptotic covariance and introduces new logarithmic scaling factors in the critical case ($γ=1$). These results provide a probabilistic foundation for statistical inference on such hierarchical network structures.