Reinforced Brownian motion: a prototype

DOI10.1007/S10955-014-1036-5zbMATH Open1302.82054arXiv1310.0301OpenAlexW2031684939MaRDI QIDQ743439FDOQ743439

Authors: Jerome K. Percus, Ora E. Percus 

Publication date: 24 September 2014

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Abstract: We analyze the Brownian Motion limit of a prototypical unit step reinforced random-walk on the half line. A reinforced random walk is one which changes the weight of any edge (or vertex) visited to increase the frequency of return visits. The generating function for the discrete case is first derived for the joint probability distribution of $S_N$ (the location of the walker at the $N$^{th}$step)and$A_N$themaximumlocationthewalkerachievedin$N$ steps. Then the bulk of the analysis concerns the statistics of the limiting Brownian walker, and of its "environment", both parametrized by the amplitude of the reinforcement.

Full work available at URL: https://arxiv.org/abs/1310.0301

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zbMATH Keywords

reinforced random walkBrownian motion limitwalk on half-line

Mathematics Subject Classification ID

Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Brownian motion (60J65)

Cites Work

• Reinforced random walk
• A survey of random processes with reinforcement
• Brownian motion and random walk perturbed at extrema
• Edge-reinforced random walk, vertex-reinforced jump process and the supersymmetric hyperbolic sigma model
• Once edge-reinforced random walk on a tree
• Generalized Ray-Knight theory and limit theorems for self-interacting random walks on \(\mathbb{Z}^ 1\)
• Recurrence of reinforced random walk on a ladder
• Phase transition in one-dimensional random walk with partially reflecting boundaries
• Localization for linearly edge reinforced random walks
• The maximum of a symmetric next neighbor walk on the nonnegative integers

Cited In (4)

• Universality of noise reinforced Brownian motions
• The true reinforced random walk with bias
• Limit distributions of directionally reinforced random walks
• Joint invariance principles for random walks with positively and negatively reinforced steps

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