English

Mutually excited random walks

Probability 2012-10-30 v1

Abstract

Consider two random walks on Z\mathbb{Z}. The transition probabilities of each walk is dependent on trajectory of the other walker i.e. a drift p>1/2p>1/2 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 pp, without apparent "trap" behaviour. In this paper we prove the process has positive speed for 1/2<p<11/2<p<1, and present a deterministic algorithm to approximate the speed and show the non-monotonicity.

Keywords

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

R2 v1 2026-06-21T22:29:21.431Z