Random walks with occasionally modified transition probabilities
Abstract
We study recurrence properties and the validity of the (weak) law of large numbers for (discrete time) processes which, in the simplest case, are obtained from simple symmetric random walk on by modifying the distribution of a step from a fresh point. If the process is denoted as , then the conditional distribution of given the past through time is the distribution of a simple random walk step, provided is at a point which has been visited already at least once during . Thus in this case . We denote this distribution by . However, if is at a point which has not been visited before time , then we take for the conditional distribution of , given the past, some other distribution . We want to decide in specific cases whether returns infinitely often to the origin and whether in probability. Generalizations or variants of the and the rules for switching between the are also considered.
Cite
@article{arxiv.0911.3886,
title = {Random walks with occasionally modified transition probabilities},
author = {Olivier Raimond and Bruno Schapira},
journal= {arXiv preprint arXiv:0911.3886},
year = {2012}
}
Comments
previous Section 2 removed, to appear in Illinois J. Math