Excited against the tide: a random walk with competing drifts

DOI10.1214/11-AIHP434MaRDI QIDQ441245zbMATH OpenFDO

Authors Mark Holmes

Publication date 20 August 2012

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/0901.4393, https://projecteuclid.org/euclid.aihp/1340714871

zbMATH Keywords

monotonicitylace expansioncookie environmentself-interacting random walks

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Sums of independent random variables; random walks (60G50) Processes in random environments (60K37)

Abstract: We study a random walk that has a drift $$ to the right when located at a previously unvisited vertex and a drift $fracmud$ to the left otherwise. We prove that in high dimensions, for every $mu$, the drift to the right is a strictly increasing and continuous function of $$, and that there is precisely one value $$ for which the resulting speed is zero.

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• On the speed of the one-dimensional excited random walk in the transient regime
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Cites work

• scientific article; zbMATH DE number 3539473 (Why is no real title available?)
• A combinatorial result with applications to self-interacting random walks
• A law of large numbers for random walks in random environment
• Brownian motion and random walk perturbed at extrema
• Central limit theorem for the excited random walk in dimension d 2
• Cut points and diffusive random walks in random environment
• Excited random walk
• Monotonicity for excited random walk in high dimensions
• Multi-excited random walks on integers
• On the speed of a cookie random walk
• Positively and negatively excited random walks on integers, with branching processes
• Rate of growth of a transient cookie random walk
• THE LACE EXPANSION FOR SELF-AVOIDING WALK IN FIVE OR MORE DIMENSIONS
• The excited random walk in one dimension

Cited in

(11)

• Monotonicity and regularity of the speed for excited random walks in higher dimensions
• Some results on regularity and monotonicity of the speed for excited random walks in low dimensions
• A monotonicity property for random walk in a partially random environment
• The excited random walk in one dimension
• On the speed of once-reinforced biased random walk on trees
• An excited random walk counter-example
• The infinite differentiability of the speed for excited random walks
• A balanced excited random walk
• Monotonicity for excited random walk in high dimensions
• Perturbing transient random walk in a random environment with cookies of maximal strength
• A monotonicity property for once reinforced biased random walk on \(\mathbb{Z}^d\)

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Uses Software

• R

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