Bounding a random environment for two-dimensional edge-reinforced random walk

被引：6

作者：

Merkl, Franz ^{[1
]}

Rolles, Silke W. W. ^{[2
]}

机构：

[1] Univ Munich, Inst Math, D-80333 Munich, Germany

[2] Tech Univ Munich, Zentrum Math, D-85747 Munich, Germany

来源：

ELECTRONIC JOURNAL OF PROBABILITY | 2008年 / 13卷

关键词：

reinforced random walk; random environment;

D O I：

10.1214/EJP.v13-495

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：

We consider edge-reinforced random walk on the infinite two-dimensional lattice. The process has the same distribution as a random walk in a certain strongly dependent random environment, which can be described by random weights on the edges. In this paper, we show some decay properties of these random weights. Using these estimates, we derive bounds for some hitting probabilities of the edge-reinforced random walk.

引用

页码：530 / 565

页数：36

共 16 条

[1]

COPPERSMITH D, 1986, UNPUB RANDOM WALK RE

[2] DE FINETTI THEOREM FOR MARKOV-CHAINS [J].