Scaling limits of recurrent excited random walks on integers
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Publication:456262
DOI10.1214/ECP.V17-2213zbMATH Open1252.60098arXiv1201.0379MaRDI QIDQ456262FDOQ456262
Authors: Elena Kosygina, D. Dolgopyat 
Publication date: 23 October 2012
Published in: Electronic Communications in Probability (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1201.0379
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- 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
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