On a general many-dimensional excited random walk

DOI10.1214/11-AOP678zbMATH Open1272.60023arXiv1001.1741OpenAlexW3099967536MaRDI QIDQ690874FDOQ690874

Alejandro F. Ramírez, M. Vachkovskaia, Mikhail V. Menshikov, S. Popov

Publication date: 29 November 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: In this paper we study a substantial generalization of the model of excited random walk introduced in [Electron. Commun. Probab. 8 (2003) 86-92] by Benjamini and Wilson. We consider a discrete-time stochastic process $(X_n,n=0,1,2,\mathrm{...})$ taking values on ${mathbbZ}^d$, $dgeq2$, described as follows: when the particle visits a site for the first time, it has a uniformly-positive drift in a given direction $ell$; when the particle is at a site which was already visited before, it has zero drift. Assuming uniform ellipticity and that the jumps of the process are uniformly bounded, we prove that the process is ballistic in the direction $ell$ so that $limin{f}_{noinfty}frac{X}_{n}cdotelln>0$. A key ingredient in the proof of this result is an estimate on the probability that the process visits less than $n^{1/2+alpha}$ distinct sites by time n, where $alpha$ is some positive number depending on the parameters of the model. This approach completely avoids the use of tan points and coupling methods specific to the excited random walk. Furthermore, we apply this technique to prove that the excited random walk in an i.i.d. random environment satisfies a ballistic law of large numbers and a central limit theorem.

Full work available at URL: https://arxiv.org/abs/1001.1741

zbMATH Keywords

transienceballisticityexcited random walkrangecookie random walk

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) 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)

Cites Work

• Slowdown estimates and central limit theorem for random walks in random environment
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• Multi-excited random walks on integers
• Differential equations for random processes and random graphs
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Cited In (14)

• On range and local time of many-dimensional submartingales
• A note on transience of generalized multi-dimensional excited random walks
• Random walks with local memory
• Some results on regularity and monotonicity of the speed for excited random walks in low dimensions
• On recurrence and transience of self-interacting random walks
• Recurrence of horizontal-vertical walks
• The infinite differentiability of the speed for excited random walks
• A balanced excited random walk
• Speed of excited random walks with long backward steps
• Stochastic Sequences with a Regenerative Structure that May Depend Both on the Future and on the Past
• Excited random walks with non-nearest neighbor steps
• Balanced excited random walk in two dimensions
• Excited random walk
• Excited Brownian motions as limits of excited random walks

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