Upper and lower bounds on the speed of a one-dimensional excited random walk

DOI10.2140/INVOLVE.2019.12.97zbMATH Open1391.60239arXiv1707.02969OpenAlexW3098652117MaRDI QIDQ1639620FDOQ1639620

Authors: Erin Madden, Brian Kidd, Owen Levin, Jonathon Peterson, Jacob Smith, Kevin M. Stangl 

Publication date: 13 June 2018

Published in: Involve (Search for Journal in Brave)

Abstract: Excited random walks (ERWs) are a self-interacting non-Markovian random walk in which the future behavior of the walk is influenced by the number of times the walk has previously visited its current site. We study the speed of the walk, defined as $V=li{m}_{nightarrowinfty}frac{X}_{n}n$ where $X_n$ is the state of the walk at time $n$. While results exist that indicate when the speed is non-zero, there exists no explicit formula for the speed. It is difficult to solve for the speed directly due to complex dependencies in the walk since the next step of the walker depends on how many times the walker has reached the current site. We derive the first non-trivial upper and lower bounds for the speed of the walk. In certain cases these upper and lower bounds are remarkably close together.

Full work available at URL: https://arxiv.org/abs/1707.02969

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zbMATH Keywords

Markov chainstationary distributionexcited random walk

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Sums of independent random variables; random walks (60G50)

Cites Work

• Multi-excited random walks on integers
• Excited random walk
• On the speed of a cookie random walk
• Rate of growth of a transient cookie random walk

Cited In (2)

• A variational characterization of the speed of a one-dimensional self- repellent random walk
• The speed of a random walk excited by its recent history

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