Edge-reinforced random walk on one-dimensional periodic graphs

被引:8
作者
Merkl, Franz [1 ]
Rolles, Silke W. W. [2 ]
机构
[1] Univ Munich, Math Inst, D-80333 Munich, Germany
[2] Tech Univ Munich, Zentrum Math, D-85747 Garching, Germany
基金
瑞士国家科学基金会;
关键词
Reinforced random walk; Recurrence; Random environment; RANDOM ENVIRONMENT;
D O I
10.1007/s00440-008-0170-x
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
In the present paper, linearly edge-reinforced random walk is studied on a large class of one-dimensional periodic graphs satisfying a certain reflection symmetry. It is shown that the edge-reinforced random walk is recurrent. Estimates for the position of the random walker are given. The edge-reinforced random walk has a unique representation as a random walk in a random environment, where the random environment is given by random weights on the edges. It is shown that these weights decay exponentially in space. The distribution of the random weights equals the distribution of the asymptotic proportion of time spent by the edge-reinforced random walker on the edges of the graph. The results generalize work of the authors in Merkl and Rolles (Ann Probab 33(6):2051-2093, 2005; 35(1):115-140, 2007) and Rolles (Probab Theory Related Fields 135(2):216-264, 2006) to a large class of graphs and to periodic initial weights with a reflection symmetry.
引用
收藏
页码:323 / 349
页数:27
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