English

Some results on regularity and monotonicity of the speed for excited random walk in low dimensions

Probability 2016-06-24 v4

Abstract

Using renewal times and Girsanov's transform, we prove that the speed of the excited random walk is infinitely differentiable with respect to the bias parameter in (0,1)(0,1) for the dimension d2d\ge 2. At the critical point 00, using a special method, we also prove that the speed is differentiable and the derivative is positive for every dimension 2d3.2\leq d\neq 3. However, this is not enough to imply that the speed is increasing in a neighborhood of 0.0. It still remains to prove the derivative is continuous at 00. Moreover, this paper gives some results of monotonicity for mm-excited random walk when mm is large enough or m=+.m=+\infty.

Keywords

Cite

@article{arxiv.1501.04499,
  title  = {Some results on regularity and monotonicity of the speed for excited random walk in low dimensions},
  author = {Cong Dan Pham},
  journal= {arXiv preprint arXiv:1501.04499},
  year   = {2016}
}

Comments

I found some error in the end of this paper