English

Excursions and occupation times of critical excited random walks

Probability 2015-04-28 v2

Abstract

The paper considers excited random walks (ERWs) on integers in i.i.d. environments with a bounded number of excitations per site. The emphasis is primarily on the critical case for the transition between recurrence and transience which occurs when the total expected drift δ\delta at each site of the environment is equal to 1 in absolute value. Several crucial estimates for ERWs fail in the critical case and require a separate treatment. The main results discuss the depth and duration of excursions from the origin for δ=1|\delta|=1 as well as occupation times of negative and positive semi-axes and scaling limits of ERW indexed by these occupation times. It is also pointed out that the limiting proportions of the time spent by a non-critical recurrent ERW (i.e. when δ<1|\delta|<1) above or below zero converge to beta random variables with explicit parameters given in terms of δ\delta.

Keywords

Cite

@article{arxiv.1410.7090,
  title  = {Excursions and occupation times of critical excited random walks},
  author = {Dmitry Dolgopyat and Elena Kosygina},
  journal= {arXiv preprint arXiv:1410.7090},
  year   = {2015}
}

Comments

23 pages; minor changes, added Appendix B with some technical details