English

Almost sure behavior of linearly edge-reinforced random walks on the half-line

Probability 2020-07-28 v2

Abstract

We study linearly edge-reinforced random walks on Z+\mathbb{Z}_+, where each edge {x,x+1}\{x,x+1\} has the initial weight xα1x^{\alpha} \vee 1, and each time an edge is traversed, its weight is increased by Δ\Delta. It is known that the walk is recurrent if and only if α1\alpha \leq 1. The aim of this paper is to study the almost sure behavior of the walk in the recurrent regime. For α<1\alpha<1 and Δ>0\Delta>0, we obtain a limit theorem which is a counterpart of the law of the iterated logarithm for simple random walks. This reveals that the speed of the walk with Δ>0\Delta>0 is much slower than Δ=0\Delta=0. In the critical case α=1\alpha=1, our (almost sure) bounds for the trajectory of the walk shows that there is a phase transition of the speed at Δ=2\Delta=2.

Keywords

Cite

@article{arxiv.2005.11135,
  title  = {Almost sure behavior of linearly edge-reinforced random walks on the half-line},
  author = {Masato Takei},
  journal= {arXiv preprint arXiv:2005.11135},
  year   = {2020}
}

Comments

18 pages, with minor updates