Limit laws of transient excited random walks on integers
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Publication:537140
DOI10.1214/10-AIHP376zbMATH Open1215.60057arXiv0908.4356MaRDI QIDQ537140FDOQ537140
Authors: Elena Kosygina, Thomas Mountford 
Publication date: 19 May 2011
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Abstract: We consider excited random walks (ERWs) on integers with a bounded number of i.i.d. cookies per site without the non-negativity assumption on the drifts induced by the cookies. Kosygina and Zerner [KZ08] have shown that when the total expected drift per site, delta, is larger than 1 then ERW is transient to the right and, moreover, for delta>4 under the averaged measure it obeys the Central Limit Theorem. We show that when delta in (2,4] the limiting behavior of an appropriately centered and scaled excited random walk under the averaged measure is described by a strictly stable law with parameter delta/2. Our method also extends the results obtained by Basdevant and Singh [BS08b] for delta in (1,2] under the non-negativity assumption to the setting which allows both positive and negative cookies.
Full work available at URL: https://arxiv.org/abs/0908.4356
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Cited In (20)
- Long range one-cookie random walk with positive speed
- Random walks with local memory
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- Excited mob
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