English

Limit theorems for the trajectory of the self-repelling random walk with directed edges

Probability 2024-07-22 v2

Abstract

The self-repelling random walk with directed edges was introduced by T\'oth and Vet\H{o} in 2008 as a nearest-neighbor random walk on Z\mathbb{Z} that is non-Markovian: at each step, the probability to cross a directed edge depends on the number of previous crossings of this directed edge. T\'oth and Vet\H{o} found this walk to have a very peculiar behavior, and conjectured that, denoting the walk by (Xm)mN(X_m)_{m\in\mathbb{N}}, for any t0t \geq 0 the quantity 1NXNt\frac{1}{\sqrt{N}}X_{\lfloor Nt \rfloor} converges in distribution to a non-trivial limit when NN tends to ++\infty, but the process (1NXNt)t0(\frac{1}{\sqrt{N}}X_{\lfloor Nt \rfloor})_{t \geq 0} does not converge in distribution. In this paper, we prove not only that (1NXNt)t0(\frac{1}{\sqrt{N}}X_{\lfloor Nt \rfloor})_{t \geq 0} admits no limit in distribution in the standard Skorohod topology, but more importantly that the trajectories of the random walk still satisfy another limit theorem, of a new kind. Indeed, we show that for nn suitably smaller than NN and TNT_N in a large family of stopping times, the process (1n(XTN+tn3/2XTN))t0(\frac{1}{n}(X_{T_N+tn^{3/2}}-X_{T_N}))_{t \geq 0} admits a non-trivial limit in distribution. The proof partly relies on combinations of reflected and absorbed Brownian motions which may be interesting in their own right.

Keywords

Cite

@article{arxiv.2306.04320,
  title  = {Limit theorems for the trajectory of the self-repelling random walk with directed edges},
  author = {Laure Marêché and Thomas Mountford},
  journal= {arXiv preprint arXiv:2306.04320},
  year   = {2024}
}

Comments

65 pages, no figure