Scaling limits of recurrent excited random walks on integers

DOI10.1214/ECP.V17-2213zbMATH Open1252.60098MaRDI QIDQ456262FDOQ456262

Authors Elena Kosygina, D. Dolgopyat 

Publication date 23 October 2012

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1201.0379

zbMATH Keywords

random environmentbranching processcookie walkexcited random walkperturbed Brownian motion

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Processes in random environments (60K37)

Abstract: We describe scaling limits of recurrent excited random walks (ERWs) on integers in i.i.d. cookie environments with a bounded number of cookies per site. We allow both positive and negative excitations. It is known that ERW is recurrent if and only if the expected total drift per site, delta, belongs to the interval [-1,1]. We show that if |delta|<1 then the diffusively scaled ERW under the averaged measure converges to a (delta,-delta)-perturbed Brownian motion. In the boundary case, |delta|=1, the space scaling has to be adjusted by an extra logarithmic term, and the weak limit of ERW happens to be a constant multiple of the running maximum of the standard Brownian motion, a transient process.

Recommendations

• Functional limit laws for recurrent excited random walks with periodic cookie stacks
• Limit laws of transient excited random walks on integers
• Central limit theorem for excited random walk in the recurrent regime
• A functional limit theorem for excited random walks
• Excited random walks: results, methods, open problems

Cited in

(15)

• Long range one-cookie random walk with positive speed
• Random walks with local memory
• Limit laws of transient excited random walks on integers
• Convergence and nonconvergence of scaled self-interacting random walks to Brownian motion perturbed at extrema
• Recurrence and transience of excited random walks on \(\mathbb Z^d\) and strips
• A functional limit theorem for excited random walks
• Excursions and occupation times of critical excited random walks
• Central limit theorem for excited random walk in the recurrent regime
• Functional limit laws for recurrent excited random walks with periodic cookie stacks
• Speed of excited random walks with long backward steps
• Extreme slowdowns for one-dimensional excited random walks
• Convergence of random walks with Markovian cookie stacks to Brownian motion perturbed at extrema
• Excited Brownian motions
• Excited random walks with non-nearest neighbor steps
• Excited Brownian motions as limits of excited random walks

This page was built for publication: Scaling limits of recurrent excited random walks on integers

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q456262)