An expansion for self-interacting random walks (Q654417)

The authors first derive a perturbation expansion for general self-interacting random walks, where steps are made on the basis of the history of the path. Subsequently, they derive bounds on the lace expansion coefficients and analyze the recurrence relation, using the obtained bounds. They prove a law of large numbers and a central limit theorem (with explicit error terms) directly from the lace expansion, under strong assumptions on the expansion coefficients. The assumptions are shown to be satisfied by the excited random walk in high dimensions with small excitation parameter, a model of the reinforced random walk with underlying drift and small reinforcement parameter, and certain models of the random walk in random environment under strong ellipticity conditions. Furthermore, the objective of the authors is to show that this expansion can be used independently to prove results in the perturbative regime which have the advantage of giving formulae and estimates of error terms for some of the relevant quantities of interest. In this paper, the authors demonstrate that the lace expansion methodology gives rise to useful formulae for the speed and variance of the random walk when these quantities are known to exist. The results and formulae of this paper were used elsewhere by the authors to prove monotonicity properties for the speed (in high dimensions) of the excited random walk and related models, and certain models of the random walk in random environment.