Martingale defocusing and transience of a self-interacting random walk

DOI10.1214/14-AIHP667MaRDI QIDQ330681zbMATH OpenOpenAlexFDO

Authors Yuval Peres, Bruno Schapira, Perla Sousi

Publication date 26 October 2016

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.1571, https://projecteuclid.org/euclid.aihp/1469723508

zbMATH Keywords

excited random walkmartingaleself-interacting random walktransience

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

Abstract: Suppose that $(X,Y,Z)$ is a random walk in $mathbb{Z}^3$ that moves in the following way: on the first visit to a vertex only $Z$ changes by $pm1$ equally likely, while on later visits to the same vertex $(X,Y)$ performs a two-dimensional random walk step. We show that this walk is transient thus answering a question of Benjamini, Kozma and Schapira. One important ingredient of the proof is a dispersion result for martingales.

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Cited in

(6)

• An overview of the balanced excited random walk
• On recurrence and transience of self-interacting random walks
• Realizations and factorizations of positive definite kernels
• Balanced excited random walk in two dimensions
• Stochastics and dynamics of fractals
• A note on transience of generalized multi-dimensional excited random walks

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