Mutually excited random walks
Probability
2012-10-30 v1
Abstract
Consider two random walks on . The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift is obtained in a position the other walker visited twice or more. This simple model has a speed which is, according to simulations, not monotone in , without apparent "trap" behaviour. In this paper we prove the process has positive speed for , and present a deterministic algorithm to approximate the speed and show the non-monotonicity.
Cite
@article{arxiv.1210.7664,
title = {Mutually excited random walks},
author = {Noam Berger and Eviatar B. Procaccia},
journal= {arXiv preprint arXiv:1210.7664},
year = {2012}
}
Comments
15 pages