Asymptotic behavior of edge-reinforced random walks

被引:8
作者
Merkl, Franz [1 ]
Rolles, Silke W. W.
机构
[1] Univ Munich, D-80539 Munich, Germany
[2] Tech Univ Munich, D-8000 Munich, Germany
关键词
reinforced random walk; convergence to equilibrium; random environment; Gibbs measure;
D O I
10.1214/009117906000000674
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 this article, we study linearly edge-reinforced random walk on general multi-level ladders for large initial edge weights. For infinite ladders, we show that the process can be represented as a random walk in a random environment, given by random weights on the edges. The edge weights decay exponentially in space. The process converges to a stationary process. We provide asymptotic bounds for the range of the random walker up to a given time, showing that it localizes much more than an ordinary random walker. The random environment is described in terms of an infinite-volume Gibbs measure.
引用
收藏
页码:115 / 140
页数:26
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