Reinforced random walk (Q5903884)
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scientific article; zbMATH DE number 4088664
Language | Label | Description | Also known as |
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English | Reinforced random walk |
scientific article; zbMATH DE number 4088664 |
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Reinforced random walk (English)
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1990
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Let \(a_ i\), \(i\geq 1\), be a sequence of nonnegative numbers. Define a nearest neighbor random motion \(\vec X=X_ 0,X_ 1,..\). on the integers as follows. Initially the weight of each interval \((i,i+1)\), i an integer, equals 1. If at time n an interval \((i,i+1)\) has been crossed exactly k times by the motion, its weight is \(1+\sum^{k}_{j=1}a_ j\). Given \((X_ 0,X_ 1,...,X_ n)=(i_ 0,i_ 1,...,i_ n)\), the probability that \(X_{n+1}\) is \(i_ n-1\) or \(i_ n+1\) is proportional to the weights at time n of the intervals \((i_ n-1,i_ n)\) and \((i_ n,i_ n+1).\) We prove that \(\vec X\) either visits all integers infinitely often a.s. or visits a finite number of integers, eventually oscillating between two adjacent integers, a.s., and that \(\lim_{n\to \infty}X_ n/n=0\quad a.s..\) For much more general reinforcement schemes we prove \[ P(\vec X\text{ visits all integers infinitely often})+ P(\vec X\text{ has finite range})=1. \]
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nearest neighbor random motion
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reinforced random walk
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recurrence
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strong law
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