On a class of random walks in simplexes

DOI10.1017/JPR.2020.19MaRDI QIDQ3299439zbMATH OpenOpenAlexFDO

Authors Tuan-Minh Nguyen, Stanislav Volkov

Publication date 22 July 2020

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.00174

zbMATH Keywords

Dirichlet distributioniterated random functionsrandom walks in simplexesstick-breaking process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Discrete-time Markov processes on general state spaces (60J05)

Abstract: We study the limit behaviour of a class of random walk models taking values in the $d$-dimensional unit standard simplex, $dge1$, defined as follows. From an interior point $z$, the process chooses one of the $d+1$ vertices of the simplex, with probabilities depending on $z$, and then the particle randomly jumps to a new location $z^{\prime }$ on the segment connecting $z$ to the chosen vertex. In some specific cases, using properties of the Beta distribution, we prove that the limiting distributions of the Markov chain are, in fact, Dirichlet. We also consider a related history-dependent random walk model in $[0,1]$ based on an urn-type scheme. We show that this random walk converges in distribution to the arcsine law.

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Cited in

(12)

• Classes of measures which can be embedded in the simple symmetric random walk
• On the domination of a random walk on a discrete cylinder by random interlacements
• On random walks and levels of the form n^
• A class of random walks on the hypercube
• Rearrangements of the simple random walk
• On a random walk model on sets with self-similar structure
• scientific article; zbMATH DE number 1190415 (Why is no real title available?)
• scientific article; zbMATH DE number 7355064 (Why is no real title available?)
• On the asymptotic behavior of the diaconis-freedman chain in a multi-dimensional simplex
• Dirichlet random walks
• Exact solution for a class of random walk on the hypercube
• Walks in simplices, cylindric tableaux, and asymmetric exclusion processes

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