The *-Edge-Reinforced Random Walk
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Publication:6360892
arXiv2102.08984MaRDI QIDQ6360892FDOQ6360892
C. Sabot, Sergio Bacallado, Pierre Tarrès
Publication date: 17 February 2021
Abstract: We define a generalisation of the Edge-Reinforced Random Walk (ERRW) introduced by Coppersmith and Diaconis in 1986, called *-Edge-Reinforced Random Walk (*-ERRW), which can be seen as an extension of the r-dependent ERRW introduced by Bacallado (2011). Similarly as for the ERRW, it has a continuous-time counterpart, called *-Vertex-Reinforced Jump Process (*-VRJP), which itself generalises the Vertex- Reinforced Jump Process proposed by Werner in 2000 and initially studied by Davis and Volkov (2002, 2004). Under some assumptions on the initial weights, the *-ERRW is partially exchangeable in the sense of Diaconis and Freedman (1980), and thus it is a random walk in a random environment: we compute the law of that environment.
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