Recurrence of reinforced random walk on a ladder

被引:12
作者
Sellke, T [1 ]
机构
[1] Purdue Univ, Dept Stat, W Lafayette, IN 47907 USA
来源
ELECTRONIC JOURNAL OF PROBABILITY | 2006年 / 11卷
关键词
reinforced random walk; learning; Markov; multiple-level; martingale;
D O I
10.1214/EJP.v11-313
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Consider reinforced random walk on a graph that looks like a doubly infinite ladder. All edges have initial weight 1, and the reinforcement convention is to add delta > 0 to the weight of an edge upon first crossing, with no reinforcement thereafter. This paper proves recurrence for all delta > 0. In so doing, we introduce a more general class of processes, termed multiple-level reinforced random walks.
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页码:301 / 310
页数:10
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