No label defined (Q4952341)

We present a survey of results concerning self-interacting random walks and self-repelling continuous random motions. A self-interacting random walk (SIRW) is a nearest neighbour walk on the one-dimensional integer lattice \(\mathbb{Z}\) which starts from the origin and at each step jumps to a neighbouring site, the probability of jumping along a bond being proportional to \(w\) (number of previous jumps along that lattice bond), where \(w:\mathbb{N} \to \mathbb{R}_+\) is a monotone weight function. We consider exponential \([w(n)= \exp\{-\beta n\}, \beta>0]\), subexponential \([w(n)=\exp \{-\beta n^\kappa\},\;\beta>0,\;0< \kappa<1]\), polynomially decaying \([w(n)\sim n^{-\alpha}\), \(\alpha>0]\), asymptotically constant \([w(n)\sim 1]\) and weakly increasing \([w(n) \sim n^\alpha\), \(0<\alpha <1]\) weight functions. These weight functions define variants of the so-called `myopic self-repelling' and `reinforced' random walk. We present functional limit theorems for the local time processes of these random walks and limit theorems for the position of the random walker at late times. A generalization of the Ray-Knight theory of local time is in the background of these results. In the second part we present recent results concerning the construction and primary properties of a continuous, locally self-repelling process \(X_t\). The process is a.s. continuous and recurrent, it has a regular occupation time density (local time) denoted \(L_t(x)\), and the self-repellence of its trajectories is achieved by the dynamical driving mechanism formally expressed as \(dX_t=-\text{grad}L_t (X_t)dt\). This means that the process \(X_t\) is instantaneously pushed in the direction of the decrease of its local time. The constructed process is self-similar with scale-exponent \(\nu=2/3\) and has non-trivial local variation of order 3/2 (in contrast with the finite quadratic variation of semi-martingales). We do not give proofs in this survey. The full proofs can be found in the papers by the author [Ann. Probab. 23, No. 4, 1523-1556 (1995; Zbl 0852.60083), J. Stat. Phys. 77, No. 1/2, 17-23 (1994; Zbl 0838.60065), Ann. Probab. 24, No. 3, 1324-1367 (1996; Zbl 0863.60020), Stud. Sci. Math. Hung. 33, No. 1-3, 321-337 (1997; Zbl 0912.60043)] and the author and \textit{W. Werner} [Probab. Theory Relat. Fields 111, No. 3, 375-452 (1998; Zbl 0912.60056)]. For the entire collection see [Zbl 0933.00038].