English

Transience, Recurrence and the Speed of a Random Walk in a Site-Based Feedback Environment

Probability 2015-03-05 v3

Abstract

We study a random walk on Z\mathbb{Z} which evolves in a dynamic environment determined by its own trajectory. Sites flip back and forth between two modes, pp and qq. RR consecutive right jumps from a site in the qq-mode are required to switch it to the pp-mode, and LL consecutive left jumps from a site in the pp-mode are required to switch it to the qq-mode. From a site in the pp-mode the walk jumps right with probability pp and left with probability 1p1-p, while from a site in the qq-mode these probabilities are qq and 1q1-q. We prove a sharp cutoff for right/left transience of the random walk in terms of an explicit function of the parameters α=α(p,q,R,L)\alpha = \alpha(p,q,R,L). For α>1/2\alpha > 1/2 the walk is transient to ++\infty for any initial environment, whereas for α<1/2\alpha < 1/2 the walk is transient to -\infty for any initial environment. In the critical case, α=1/2\alpha = 1/2, the situation is more complicated and the behavior of the walk depends on the initial environment. Nevertheless, we are able to give a characterization of transience/recurrence in many instances, including when either R=1R=1 or L=1L=1 and when R=L=2R=L=2. In the noncritical case, we also show that the walk has positive speed, and in some situations are able to give an explicit formula for this speed.

Keywords

Cite

@article{arxiv.1410.8508,
  title  = {Transience, Recurrence and the Speed of a Random Walk in a Site-Based Feedback Environment},
  author = {Ross G. Pinsky and Nicholas F. Travers},
  journal= {arXiv preprint arXiv:1410.8508},
  year   = {2015}
}

Comments

49 pages, 1 figure