On a general many-dimensional excited random walk

DOI10.1214/11-AOP678MaRDI QIDQ690874zbMATH OpenOpenAlexFDO

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

Publication date 29 November 2012

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

Full work available at URL https://arxiv.org/abs/1001.1741, https://projecteuclid.org/euclid.aop/1349703317

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)

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.

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Cites work

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Cited in

(20)

• Long range one-cookie random walk with positive speed
• On range and local time of many-dimensional submartingales
• An overview of the balanced excited random walk
• Random walks with local memory
• A note on transience of generalized multi-dimensional excited random walks
• An expansion for self-interacting random walks
• 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
• Superdiffusive planar random walks with polynomial space-time drifts
• An excited random walk counter-example
• The infinite differentiability of the speed for excited random walks
• Excited against the tide: a random walk with competing drifts
• 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
• Excited random walk
• Balanced excited random walk in two dimensions
• Excited Brownian motions as limits of excited random walks

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