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 , where each edge has the initial weight , and each time an edge is traversed, its weight is increased by . It is known that the walk is recurrent if and only if . The aim of this paper is to study the almost sure behavior of the walk in the recurrent regime. For and , 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 is much slower than . In the critical case , our (almost sure) bounds for the trajectory of the walk shows that there is a phase transition of the speed at .
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