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 for the dimension . At the critical point , using a special method, we also prove that the speed is differentiable and the derivative is positive for every dimension However, this is not enough to imply that the speed is increasing in a neighborhood of It still remains to prove the derivative is continuous at . Moreover, this paper gives some results of monotonicity for excited random walk when is large enough or
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