English
Related papers

Related papers: On a directionally reinforced random walk

200 papers

We consider a linearly edge-reinforced random walk on a class of two-dimensional graphs with constant initial weights. The graphs are obtained from $\mathbb{Z}^2$ by replacing every edge by a sufficiently large, but fixed number of edges in…

Probability · Mathematics 2009-10-13 Franz Merkl , Silke W. W. Rolles

We study the asymptotic behavior of a nonlattice random walk in a general cone of $R^d$ . Following the approach initiated by D. Denisov and V. Wachtel in [8], we use a strong approximation of random walks by the Brownian motion and prove…

Probability · Mathematics 2026-03-30 Thi da Cam Pham , Marc Peigné , Doan Thai Son

Vertex-reinforced random walk is defined in Pemantle's (1988) thesis; it is a random walk that is biased to visit sites it has already visited a lot. We show that this reinforcement scheme, in contrast to the scheme of edge-reinforcement,…

Probability · Mathematics 2016-09-07 Robin Pemantle , Stanislav Volkov

This paper has two main results, which are connected through the fact that the first is a key ingredient in the second. Both are extensions of results concerning directional transience of nearest-neighbor random walks in random environments…

Probability · Mathematics 2023-10-31 Daniel J. Slonim

Consider the dynamic environment governed by a Poissonian field of independent particles evolving as simple random walks on $\mathbb{Z}^d$. The random walk on random walks model refers to a particular stochastic process on $\mathbb{Z}^d$…

Probability · Mathematics 2024-11-22 Stein Andreas Bethuelsen , Florian Völlering

In this short paper, we consider the Once-reinforced random walk with reinforcement parameter $a$ on trees with bounded degree which are transient for the simple random walk. On each of these trees, we prove that there exists an explicit…

Probability · Mathematics 2017-08-23 Daniel Kious , Vladas Sidoravicius

We consider Reinforced Random Walks where transition probabilities are a function of the proportion of times the walk has traversed an edge. We give conditions for recurrence or transience. A phase transition is observed, similar to…

Probability · Mathematics 2009-07-15 Olivier Raimond , Bruno Schapira

We derive a functional central limit theorem for the excursion of a random walk conditioned on sweeping a prescribed geometric area. We assume that the increments of the random walk are integer-valued, centered, with a third moment equal to…

Probability · Mathematics 2019-10-30 Philippe Carmona , Nicolas Pétrélis

For a generalized step reinforced random walk, starting from the origin, the first step is taken according to the first element of an innovation sequence. Then in subsequent epochs, it recalls a past epoch with probability proportional to a…

Probability · Mathematics 2025-05-12 Aritra Majumdar , Krishanu Maulik

We consider random walks in random Dirichlet environment (RWDE) which is a special type of random walks in random environment where the exit probabilities at each site are i.i.d. Dirichlet random variables. On $\Z^d$, RWDE are parameterized…

Probability · Mathematics 2013-09-20 Christophe Sabot

We study a generalisation of the one-dimensional Rademacher random walk introduced in Bhattacharya and Volkov (2023) to $\mathbb{Z}^2$ (for $d\ge 3$, the Rademacher random walk is always transient, as follows from Theorem 8.8 in Englander…

Probability · Mathematics 2026-02-16 Satyaki Bhattacharya , Stanislav Volkov

We introduce a variation of the step-reinforced random walk with general memory. For the diffusive regime, we establish a functional invariance principle and show that, given suitable conditions on the memory sequence, the arising limiting…

Probability · Mathematics 2024-02-15 Marco Bertenghi , Lucile Laulin

The goal is to show that an edge-reinforced random walk on a graph of bounded degree, with reinforcement weight function $W$ taken from a general class of reciprocally summable reinforcement weight functions, traverses a random attracting…

Probability · Mathematics 2009-09-29 Vlada Limic , Pierre Tarrès

In [1], the authors consider a random walk $(Z_{n,1},\ldots,Z_{n,K+1})\in \mathbb{Z}^{K+1}$ with the constraint that each coordinate of the walk is at distance one from the following one. A functional central limit theorem for the first…

Probability · Mathematics 2019-02-20 Thibault Espinasse , Nadine Guillotin-Plantard , Philippe Nadeau

In this note we present a simplified proof of the zero-one law by Merkl and Zerner (2001) for directional transience of random walks in i.i.d. random environments (RWRE) on the square lattice. Also, we indicate how to construct a…

Probability · Mathematics 2007-06-07 Martin P. W. Zerner

We prove that the edge-reinforced random walk on the ladder ${\mathbb{Z}\times\{1,2\}}$ with initial weights $a>3/4$ is recurrent. The proof uses a known representation of the edge-reinforced random walk on a finite piece of the ladder as a…

Probability · Mathematics 2007-05-23 Franz Merkl , Silke W. W. Rolles

We discuss the question of recurrence for persistent, or Newtonian, random walks in Z^2, i.e., random walks whose transition probabilities depend both on the walker's position and incoming direction. We use results by Toth and Schmidt-Conze…

Probability · Mathematics 2008-05-27 Marco Lenci

We apply the supersymmetric procedure to one-step random walks in one dimension at the level of the usual master equation, extending a study initiated by H.R. Jauslin [Phys. Rev. A {\bf 41}, 3407 (1990)]. A discussion of the supersymmetric…

High Energy Physics - Theory · Physics 2009-10-28 Haret C. Rosu , Marco Reyes

We consider a system of independent one-dimensional random walks in a common random environment under the condition that the random walks are transient with positive speed $v_P$. We give upper bounds on the quenched probability that at…

Probability · Mathematics 2016-06-14 Jonathon Peterson

We revisit an unpublished paper of Vervoort (2002) on the once reinforced random walk, and prove that this process is recurrent on any graph of the form $\mathbb{Z}\times \Gamma$, with $\Gamma$ a finite graph, for sufficiently large…

Probability · Mathematics 2018-07-20 Daniel Kious , Bruno Schapira , Arvind Singh